-66.2%
RBLX vs CL
+7.6%
-73.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.7% |
| 7D | +8.1% | -2.4% | +10.5% | +7.0% |
| 30D | +23.9% | -4.8% | +28.7% | +21.5% |
| 3M | +8.1% | -1.7% | +9.9% | +7.7% |
| 6M | -23.7% | -3.8% | -19.9% | -24.3% |
| YTD | -44.6% | +13.3% | -57.9% | -39.2% |
| 1Y | -66.2% | +8.3% | -74.5% | -62.5% |
| All | -66.2% | +7.6% | -73.8% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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