-50.7%
RBLX vs CF
+53.7%
-104.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -1.9% |
| 7D | +7.9% | +5.4% | +2.6% | +9.3% |
| 30D | +3.9% | +6.5% | -2.7% | +5.9% |
| 3M | +44.7% | +4.6% | +40.1% | +47.2% |
| 6M | +23.8% | -3.3% | +27.1% | +26.8% |
| YTD | -36.5% | +63.9% | -100.4% | -39.1% |
| 1Y | -50.7% | +50.4% | -101.2% | -51.5% |
| All | -50.7% | +53.7% | -104.4% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling