+307.5%
CAT vs RBLX
-29.5%
+337.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | +0.6% | +5.1% | -4.5% | +0.3% |
| 30D | -4.3% | +28.0% | -32.4% | -5.8% |
| 3M | -8.6% | +4.6% | -13.3% | -9.5% |
| 6M | +16.1% | -24.7% | +40.8% | +17.1% |
| YTD | +43.8% | -43.8% | +87.6% | +47.5% |
| 1Y | +91.5% | -65.8% | +157.2% | +102.6% |
| 3Y | +202.7% | +59.4% | +143.3% | +190.6% |
| 5Y | +335.1% | -48.2% | +383.4% | +315.1% |
| All | +307.5% | -29.5% | +337.0% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RBLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling