-35.5%
RBLX vs CCI
-35.2%
-0.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +10.2% | +0.2% | +10.0% | +10.1% |
| 30D | +18.6% | +0.5% | +18.1% | +18.4% |
| 3M | +6.0% | -16.3% | +22.2% | +12.6% |
| 6M | -29.5% | -13.9% | -15.5% | -26.3% |
| YTD | -44.7% | -12.4% | -32.3% | -42.9% |
| 1Y | -65.1% | -15.2% | -49.9% | -63.5% |
| 3Y | +54.5% | -9.9% | +64.4% | +45.2% |
| 5Y | -46.3% | -50.8% | +4.5% | -23.7% |
| All | -35.5% | -35.2% | -0.3% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling