-65.8%
RBLX vs CAG
-18.8%
-47.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +5.1% | -5.7% | +10.7% | +5.0% |
| 30D | +28.0% | -2.4% | +30.4% | +27.9% |
| 3M | +4.6% | +9.8% | -5.2% | +6.9% |
| 6M | -24.7% | -10.8% | -13.8% | -30.5% |
| YTD | -43.8% | -10.8% | -33.0% | -47.2% |
| 1Y | -65.8% | -19.0% | -46.8% | -69.2% |
| All | -65.8% | -18.8% | -47.0% | -69.2% |
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