-48.4%
RBLX vs CDW
-23.8%
-24.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | +8.0% | -4.2% | +12.3% | +10.3% |
| 30D | +20.2% | +4.9% | +15.3% | +16.3% |
| 3M | +3.5% | +7.3% | -3.8% | -2.8% |
| 6M | -28.9% | +19.2% | -48.1% | -39.8% |
| YTD | -45.1% | +6.2% | -51.2% | -50.0% |
| 1Y | -66.2% | -14.0% | -52.2% | -64.7% |
| 3Y | +53.5% | -30.0% | +83.4% | +71.9% |
| 5Y | -48.4% | -23.6% | -24.9% | -51.7% |
| All | -48.4% | -23.8% | -24.7% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling