-55.7%
RBLX vs CAI
-9.9%
-45.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.1% |
| 7D | +5.1% | -2.9% | +8.0% | +5.7% |
| 30D | +28.0% | +9.3% | +18.7% | +25.3% |
| 3M | +4.6% | +35.2% | -30.6% | -2.4% |
| 6M | -24.7% | +30.7% | -55.4% | -29.9% |
| YTD | -43.8% | -9.8% | -34.1% | -47.5% |
| 1Y | -65.8% | -28.9% | -36.9% | -68.2% |
| All | -55.7% | -9.9% | -45.8% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling