-66.6%
RBLX vs CAG
-13.1%
-53.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.3% |
| 7D | +12.4% | -3.8% | +16.2% | +12.4% |
| 30D | +19.7% | +3.1% | +16.5% | +19.6% |
| 3M | -0.1% | +23.5% | -23.6% | +4.2% |
| 6M | -35.7% | -14.8% | -20.9% | -44.2% |
| YTD | -46.6% | -5.4% | -41.1% | -49.6% |
| 1Y | -66.6% | -11.8% | -54.8% | -69.5% |
| All | -66.6% | -13.1% | -53.5% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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