+55.9%
RBLX vs CHRW
+85.4%
-29.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +8.0% | +4.1% | +4.0% | +7.7% |
| 30D | +20.2% | +1.9% | +18.3% | +20.0% |
| 3M | +3.5% | -21.2% | +24.7% | +5.1% |
| 6M | -28.9% | -16.7% | -12.3% | -28.2% |
| YTD | -45.1% | -5.4% | -39.7% | -44.3% |
| 1Y | -66.2% | +21.2% | -87.4% | -66.0% |
| All | +55.9% | +85.4% | -29.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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