-35.5%
RBLX vs CDNS
+120.3%
-155.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +5.4% |
| 7D | +10.2% | -9.2% | +19.4% | +16.8% |
| 30D | +18.6% | -16.3% | +34.9% | +31.8% |
| 3M | +6.0% | -27.9% | +33.9% | +28.5% |
| 6M | -29.5% | -4.3% | -25.1% | -31.3% |
| YTD | -44.7% | -9.1% | -35.6% | -44.9% |
| 1Y | -65.1% | -21.2% | -43.9% | -61.9% |
| 3Y | +54.5% | +19.4% | +35.1% | +0.4% |
| 5Y | -46.3% | +71.6% | -117.9% | -76.4% |
| All | -35.5% | +120.3% | -155.8% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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