-66.6%
RBLX vs CAI
-31.3%
-35.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +12.4% | -2.2% | +14.6% | +13.0% |
| 30D | +19.7% | +52.4% | -32.7% | +6.4% |
| 3M | -0.1% | +45.1% | -45.2% | -9.8% |
| 6M | -35.7% | +26.2% | -62.0% | -41.2% |
| YTD | -46.6% | -7.1% | -39.5% | -51.2% |
| 1Y | -66.6% | -31.0% | -35.6% | -68.6% |
| All | -66.6% | -31.3% | -35.4% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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