-35.4%
RBLX vs CAH
+388.4%
-423.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.8% |
| 7D | +8.1% | -5.1% | +13.2% | +8.1% |
| 30D | +23.9% | -1.8% | +25.7% | +23.9% |
| 3M | +8.1% | +9.4% | -1.2% | +7.9% |
| 6M | -23.7% | +9.2% | -33.0% | -24.0% |
| YTD | -44.6% | +15.7% | -60.3% | -44.8% |
| 1Y | -66.2% | +59.7% | -126.0% | -66.6% |
| 3Y | +54.7% | +178.5% | -123.8% | +49.7% |
| 5Y | -48.9% | +398.3% | -447.2% | -48.9% |
| All | -35.4% | +388.4% | -423.8% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling