-40.3%
RBLX vs CEG
+678.4%
-718.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.1% | -4.8% | +9.8% | +6.3% |
| 30D | +28.0% | +2.3% | +25.7% | +27.2% |
| 3M | +4.6% | +15.6% | -11.0% | +0.5% |
| 6M | -24.7% | -5.0% | -19.6% | -24.7% |
| YTD | -43.8% | -19.0% | -24.8% | -41.9% |
| 1Y | -65.8% | -10.0% | -55.8% | -65.6% |
| 3Y | +59.4% | +163.9% | -104.6% | +5.8% |
| All | -40.3% | +678.4% | -718.7% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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