-26.0%
RBLX vs CLF
-16.8%
-9.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.2% |
| 7D | +7.9% | +16.0% | -8.1% | +5.0% |
| 30D | +3.9% | +1.6% | +2.2% | +2.6% |
| 3M | +44.7% | +6.7% | +38.0% | +40.9% |
| 6M | +23.8% | +21.1% | +2.7% | +15.5% |
| YTD | -36.5% | -1.6% | -35.0% | -39.3% |
| 1Y | -50.7% | +18.5% | -69.2% | -55.0% |
| 3Y | +33.8% | -21.0% | +54.9% | +25.2% |
| 5Y | -52.2% | -41.4% | -10.8% | -53.2% |
| All | -26.0% | -16.8% | -9.3% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling