-53.4%
RBLX vs CGNX
+19.2%
-72.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.5% | +7.1% | -3.2% |
| 7D | -9.2% | -19.5% | +10.3% | -9.0% |
| 30D | +4.6% | -28.4% | +33.0% | +4.7% |
| 3M | +31.7% | -32.7% | +64.4% | +31.8% |
| 6M | +8.2% | -19.0% | +27.2% | +8.0% |
| YTD | -41.2% | +32.6% | -73.8% | -44.5% |
| 1Y | -53.4% | +18.0% | -71.4% | -54.1% |
| All | -53.4% | +19.2% | -72.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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