-28.2%
RBLX vs CDW
+18.6%
-46.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.6% |
| 7D | +1.2% | +9.3% | -8.1% | -3.8% |
| 30D | +5.0% | +14.4% | -9.4% | -2.1% |
| 3M | +31.5% | +21.4% | +10.1% | +17.3% |
| 6M | +18.9% | +72.8% | -53.9% | -16.5% |
| YTD | -38.4% | +28.0% | -66.4% | -49.4% |
| 1Y | -50.7% | +19.3% | -70.1% | -57.6% |
| 3Y | +28.8% | -15.3% | +44.1% | +30.0% |
| 5Y | -53.6% | -3.8% | -49.8% | -60.1% |
| All | -28.2% | +18.6% | -46.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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