-51.0%
RBLX vs CF
+47.0%
-98.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.6% |
| 7D | +20.3% | -0.9% | +21.2% | +20.5% |
| 30D | +7.3% | +6.9% | +0.4% | +9.1% |
| 3M | +36.5% | +4.8% | +31.7% | +38.5% |
| 6M | +23.1% | +4.7% | +18.5% | +25.4% |
| YTD | -36.3% | +56.5% | -92.8% | -39.6% |
| All | -51.0% | +47.0% | -98.1% | -52.7% |
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