-35.9%
RBLX vs CLBK
+45.1%
-81.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +8.0% | -1.5% | +9.5% | +8.3% |
| 30D | +20.2% | +6.7% | +13.5% | +18.7% |
| 3M | +3.5% | +21.2% | -17.6% | 0.0% |
| 6M | -28.9% | +42.0% | -70.9% | -33.3% |
| YTD | -45.1% | +63.3% | -108.3% | -49.7% |
| 1Y | -66.2% | +65.4% | -131.6% | -69.3% |
| 3Y | +53.5% | +52.5% | +1.0% | +39.6% |
| 5Y | -48.4% | +42.0% | -90.4% | -51.7% |
| All | -35.9% | +45.1% | -81.1% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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