-37.7%
RBLX vs CFG
+100.4%
-138.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +12.4% | +1.5% | +10.9% | +11.8% |
| 30D | +19.7% | -3.8% | +23.5% | +21.2% |
| 3M | -0.1% | +11.5% | -11.6% | -4.2% |
| 6M | -35.7% | +19.2% | -54.9% | -40.0% |
| YTD | -46.6% | +23.7% | -70.3% | -50.9% |
| 1Y | -66.6% | +38.8% | -105.5% | -70.8% |
| 3Y | +52.3% | +178.9% | -126.6% | -1.0% |
| 5Y | -47.7% | +101.8% | -149.5% | -60.9% |
| All | -37.7% | +100.4% | -138.1% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling