-35.5%
RBLX vs CHRW
+81.0%
-116.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.2% |
| 7D | +10.2% | +1.9% | +8.3% | +9.8% |
| 30D | +18.6% | +0.9% | +17.7% | +18.4% |
| 3M | +6.0% | -19.9% | +25.8% | +9.5% |
| 6M | -29.5% | -15.8% | -13.7% | -27.9% |
| YTD | -44.7% | -5.6% | -39.1% | -44.5% |
| 1Y | -65.1% | +21.0% | -86.2% | -66.9% |
| 3Y | +54.5% | +86.0% | -31.5% | +26.2% |
| 5Y | -46.3% | +88.6% | -135.0% | -52.3% |
| All | -35.5% | +81.0% | -116.5% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling