-48.9%
RBLX vs CHRW
+94.0%
-142.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +8.1% | +4.4% | +3.8% | +7.2% |
| 30D | +23.9% | +5.5% | +18.4% | +22.5% |
| 3M | +8.1% | -17.3% | +25.4% | +11.6% |
| 6M | -23.7% | -12.7% | -11.1% | -22.5% |
| YTD | -44.6% | -4.1% | -40.5% | -44.7% |
| 1Y | -66.2% | +21.2% | -87.4% | -68.4% |
| 3Y | +54.7% | +88.9% | -34.2% | +20.5% |
| 5Y | -48.9% | +93.1% | -142.0% | -60.5% |
| All | -48.9% | +94.0% | -142.9% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling