-66.6%
RBLX vs CGNX
+42.4%
-109.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +4.1% |
| 7D | +12.4% | +3.0% | +9.4% | +12.2% |
| 30D | +19.7% | -11.8% | +31.5% | +20.8% |
| 3M | -0.1% | -3.6% | +3.5% | -0.1% |
| 6M | -35.7% | +17.4% | -53.1% | -37.6% |
| YTD | -46.6% | +73.7% | -120.3% | -53.0% |
| 1Y | -66.6% | +41.5% | -108.2% | -66.5% |
| All | -66.6% | +42.4% | -109.0% | -66.5% |
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