+59.4%
RBLX vs CAH
+176.8%
-117.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +5.1% | -5.1% | +10.2% | +5.0% |
| 30D | +28.0% | +0.2% | +27.8% | +28.0% |
| 3M | +4.6% | +6.3% | -1.7% | +4.5% |
| 6M | -24.7% | +9.4% | -34.0% | -25.0% |
| YTD | -43.8% | +15.0% | -58.8% | -44.0% |
| 1Y | -65.8% | +55.4% | -121.2% | -66.2% |
| 3Y | +59.4% | +173.8% | -114.5% | +44.7% |
| All | +59.4% | +176.8% | -117.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling