-35.5%
RBLX vs CF
+212.5%
-248.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +10.2% | -0.9% | +11.1% | +10.3% |
| 30D | +18.6% | +18.1% | +0.5% | +16.6% |
| 3M | +6.0% | +23.4% | -17.4% | +3.4% |
| 6M | -29.5% | +17.1% | -46.5% | -31.6% |
| YTD | -44.7% | +76.2% | -120.9% | -49.9% |
| 1Y | -65.1% | +62.3% | -127.4% | -68.0% |
| 3Y | +54.5% | +71.8% | -17.3% | +38.6% |
| 5Y | -46.3% | +234.6% | -280.9% | -60.2% |
| All | -35.5% | +212.5% | -248.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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