-52.6%
RBLX vs CAH
+38.5%
-91.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +8.3% |
| 7D | -7.5% | +7.0% | -14.5% | -7.7% |
| 30D | +10.6% | +12.4% | -1.7% | +10.4% |
| 3M | +33.3% | +12.2% | +21.1% | +32.6% |
| 6M | +3.7% | +33.2% | -29.6% | -0.1% |
| YTD | -39.1% | +28.4% | -67.5% | -41.5% |
| 1Y | -52.6% | +35.0% | -87.7% | -55.3% |
| All | -52.6% | +38.5% | -91.2% | -55.3% |
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