+55.9%
RBLX vs CFG
+182.2%
-126.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +8.0% | -0.6% | +8.6% | +8.2% |
| 30D | +20.2% | -4.5% | +24.7% | +21.8% |
| 3M | +3.5% | +6.3% | -2.8% | +1.2% |
| 6M | -28.9% | +20.6% | -49.5% | -33.5% |
| YTD | -45.1% | +21.2% | -66.3% | -48.7% |
| 1Y | -66.2% | +38.2% | -104.4% | -70.0% |
| All | +55.9% | +182.2% | -126.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling