-34.5%
RBLX vs CLX
-43.3%
+8.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +5.1% | -5.7% | +10.8% | +6.0% |
| 30D | +28.0% | -17.0% | +45.0% | +31.8% |
| 3M | +4.6% | -9.7% | +14.3% | +6.2% |
| 6M | -24.7% | -19.8% | -4.8% | -22.7% |
| YTD | -43.8% | -9.8% | -34.0% | -43.3% |
| 1Y | -65.8% | -26.2% | -39.6% | -64.6% |
| 3Y | +59.4% | -36.2% | +95.6% | +66.8% |
| 5Y | -48.2% | -38.3% | -9.9% | -49.9% |
| All | -34.5% | -43.3% | +8.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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