-34.5%
RBLX vs CCI
-35.5%
+1.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | +5.1% | -0.3% | +5.3% | +5.2% |
| 30D | +28.0% | +2.2% | +25.8% | +26.9% |
| 3M | +4.6% | -16.9% | +21.5% | +11.6% |
| 6M | -24.7% | -11.5% | -13.1% | -22.3% |
| YTD | -43.8% | -12.8% | -31.0% | -42.0% |
| 1Y | -65.8% | -17.1% | -48.7% | -63.9% |
| 3Y | +59.4% | -9.6% | +69.0% | +49.2% |
| 5Y | -48.2% | -48.9% | +0.7% | -27.0% |
| All | -34.5% | -35.5% | +1.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling