+25.2%
CVNA vs RBLX
-53.0%
+78.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.5% | +0.3% | +6.8% |
| 7D | +31.3% | -7.5% | +38.8% | +32.9% |
| 30D | +21.7% | +10.6% | +11.1% | +17.6% |
| 3M | +14.0% | +33.3% | -19.3% | +4.9% |
| 6M | +3.0% | +3.7% | -0.7% | -1.6% |
| YTD | -8.1% | -39.1% | +31.0% | +0.3% |
| 1Y | +25.2% | -52.6% | +77.8% | +60.6% |
| All | +25.2% | -53.0% | +78.2% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling