+201.6%
CAT vs RBLX
+52.4%
+149.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | +2.9% | +8.0% | -5.1% | +2.2% |
| 30D | -2.6% | +20.2% | -22.8% | -4.3% |
| 3M | -10.7% | +3.5% | -14.2% | -12.2% |
| 6M | +16.1% | -28.9% | +45.1% | +18.8% |
| YTD | +43.2% | -45.1% | +88.3% | +50.9% |
| 1Y | +96.8% | -66.2% | +163.0% | +121.1% |
| All | +201.6% | +52.4% | +149.2% | +169.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling