-35.5%
RBLX vs CAG
-44.6%
+9.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.3% |
| 7D | +10.2% | -5.3% | +15.5% | +9.6% |
| 30D | +18.6% | +1.0% | +17.6% | +18.7% |
| 3M | +6.0% | +17.4% | -11.4% | +8.5% |
| 6M | -29.5% | -16.8% | -12.6% | -32.7% |
| YTD | -44.7% | -6.8% | -37.9% | -45.7% |
| 1Y | -65.1% | -15.4% | -49.7% | -66.2% |
| 3Y | +54.5% | -37.1% | +91.6% | +46.1% |
| 5Y | -46.3% | -41.3% | -5.1% | -48.6% |
| All | -35.5% | -44.6% | +9.1% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling