-35.4%
RBLX vs CFG
+97.2%
-132.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +8.1% | -1.7% | +9.8% | +8.8% |
| 30D | +23.9% | -4.6% | +28.5% | +25.8% |
| 3M | +8.1% | +7.9% | +0.3% | +4.9% |
| 6M | -23.7% | +19.9% | -43.6% | -28.9% |
| YTD | -44.6% | +21.7% | -66.3% | -48.8% |
| 1Y | -66.2% | +38.4% | -104.7% | -70.4% |
| 3Y | +54.7% | +187.0% | -132.3% | -0.6% |
| 5Y | -48.9% | +99.5% | -148.5% | -61.6% |
| All | -35.4% | +97.2% | -132.6% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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