-28.2%
RBLX vs CLF
-19.4%
-8.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.3% |
| 7D | +1.2% | +10.4% | -9.1% | -0.6% |
| 30D | +5.0% | +0.6% | +4.4% | +3.9% |
| 3M | +31.5% | +4.1% | +27.4% | +28.6% |
| 6M | +18.9% | +15.1% | +3.8% | +12.2% |
| YTD | -38.4% | -4.7% | -33.7% | -40.7% |
| 1Y | -50.7% | +20.4% | -71.1% | -55.2% |
| 3Y | +28.8% | -23.4% | +52.2% | +21.1% |
| 5Y | -53.6% | -43.3% | -10.3% | -54.3% |
| All | -28.2% | -19.4% | -8.8% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling