-41.1%
RBLX vs CEG
+681.8%
-722.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.5% |
| 7D | +8.1% | +0.3% | +7.8% | +8.0% |
| 30D | +23.9% | +2.9% | +21.0% | +23.0% |
| 3M | +8.1% | +18.2% | -10.1% | +3.3% |
| 6M | -23.7% | -9.5% | -14.2% | -22.8% |
| YTD | -44.6% | -18.7% | -25.9% | -42.7% |
| 1Y | -66.2% | -10.1% | -56.1% | -66.0% |
| 3Y | +54.7% | +168.3% | -113.6% | +2.1% |
| All | -41.1% | +681.8% | -722.8% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling