-28.9%
RBLX vs CCI
-14.5%
-14.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.7% |
| 7D | +8.0% | -0.3% | +8.3% | +8.0% |
| 30D | +20.2% | +2.1% | +18.0% | +20.3% |
| 3M | +3.5% | -17.8% | +21.4% | +0.6% |
| 6M | -28.9% | -14.2% | -14.8% | -30.9% |
| All | -28.9% | -14.5% | -14.4% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling