-52.6%
RBLX vs CAI
+12.6%
-65.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.1% |
| 7D | -7.5% | -6.3% | -1.2% | -5.3% |
| 30D | +10.6% | +9.3% | +1.3% | +7.7% |
| 3M | +33.3% | +106.3% | -73.1% | +4.0% |
| 6M | +3.7% | +77.7% | -74.1% | -15.7% |
| YTD | -39.1% | +23.1% | -62.3% | -47.7% |
| 1Y | -52.6% | +6.5% | -59.2% | -58.8% |
| All | -52.6% | +12.6% | -65.2% | -58.8% |
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