+28.8%
RBLX vs CEG
+135.3%
-106.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -2.8% |
| 7D | +1.2% | +12.1% | -10.9% | -0.9% |
| 30D | +5.0% | +0.2% | +4.7% | +4.6% |
| 3M | +31.5% | +0.7% | +30.8% | +30.4% |
| 6M | +18.9% | +2.2% | +16.7% | +17.1% |
| YTD | -38.4% | -20.3% | -18.1% | -36.9% |
| 1Y | -50.7% | -16.1% | -34.6% | -50.1% |
| 3Y | +28.8% | +134.7% | -105.9% | +12.0% |
| All | +28.8% | +135.3% | -106.5% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling