-56.6%
RBLX vs CAI
-11.0%
-45.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | 0.0% |
| 7D | +8.0% | -3.1% | +11.1% | +8.7% |
| 30D | +20.2% | +2.7% | +17.5% | +19.1% |
| 3M | +3.5% | +41.7% | -38.2% | -4.2% |
| 6M | -28.9% | +26.5% | -55.4% | -33.6% |
| YTD | -45.1% | -10.9% | -34.1% | -48.5% |
| 1Y | -66.2% | -29.2% | -37.0% | -68.5% |
| All | -56.6% | -11.0% | -45.6% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling