+3,688.4%
CLS vs RBLX
-30.5%
+3,718.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.2% | +5.0% |
| 7D | +12.8% | +10.2% | +2.6% | +10.7% |
| 30D | +3.8% | +18.6% | -14.8% | +0.4% |
| 3M | -14.6% | +6.0% | -20.6% | -16.8% |
| 6M | +32.2% | -29.5% | +61.7% | +38.0% |
| YTD | +11.6% | -44.7% | +56.3% | +21.3% |
| 1Y | +35.1% | -65.1% | +100.2% | +59.2% |
| 3Y | +1,312.5% | +54.5% | +1,258.0% | +1,201.4% |
| 5Y | +3,542.1% | -46.3% | +3,588.4% | +3,335.8% |
| All | +3,688.4% | -30.5% | +3,718.9% | +3,334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling