-35.5%
RBLX vs CCL
-14.0%
-21.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.0% |
| 7D | +10.2% | -0.1% | +10.3% | +10.2% |
| 30D | +18.6% | -20.0% | +38.6% | +29.2% |
| 3M | +6.0% | -13.7% | +19.6% | +12.0% |
| 6M | -29.5% | -9.0% | -20.4% | -28.1% |
| YTD | -44.7% | -22.8% | -21.9% | -40.1% |
| 1Y | -65.1% | -25.3% | -39.8% | -62.3% |
| 3Y | +54.5% | +54.1% | +0.4% | +14.9% |
| 5Y | -46.3% | +3.5% | -49.8% | -61.4% |
| All | -35.5% | -14.0% | -21.5% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CCL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling