-66.6%
RBLX vs CAH
+65.8%
-132.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.2% |
| 7D | +12.4% | +5.4% | +7.0% | +13.9% |
| 30D | +19.7% | +3.3% | +16.4% | +20.7% |
| 3M | -0.1% | +22.8% | -22.9% | +4.7% |
| 6M | -35.7% | +11.3% | -47.0% | -34.9% |
| YTD | -46.6% | +21.1% | -67.7% | -43.5% |
| 1Y | -66.6% | +67.2% | -133.9% | -57.3% |
| All | -66.6% | +65.8% | -132.4% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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