-41.5%
RBLX vs CEG
+703.5%
-745.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.2% |
| 7D | +8.0% | +1.3% | +6.7% | +7.7% |
| 30D | +20.2% | +8.8% | +11.3% | +17.6% |
| 3M | +3.5% | +17.0% | -13.4% | -0.8% |
| 6M | -28.9% | -8.7% | -20.2% | -28.2% |
| YTD | -45.1% | -16.4% | -28.6% | -43.6% |
| 1Y | -66.2% | -1.8% | -64.5% | -66.8% |
| 3Y | +53.5% | +175.8% | -122.3% | +0.6% |
| All | -41.5% | +703.5% | -745.0% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling