-34.5%
RBLX vs CAG
-47.0%
+12.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.3% |
| 7D | +5.1% | -5.7% | +10.7% | +4.4% |
| 30D | +28.0% | -2.4% | +30.4% | +27.7% |
| 3M | +4.6% | +9.8% | -5.2% | +6.2% |
| 6M | -24.7% | -10.8% | -13.8% | -26.7% |
| YTD | -43.8% | -10.8% | -33.0% | -45.1% |
| 1Y | -65.8% | -19.0% | -46.8% | -67.0% |
| 3Y | +59.4% | -39.7% | +99.1% | +50.1% |
| 5Y | -48.2% | -43.0% | -5.2% | -50.7% |
| All | -34.5% | -47.0% | +12.4% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling