+57.2%
RBLX vs CLX
-35.7%
+92.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | +8.1% | -5.9% | +14.0% | +9.1% |
| 30D | +23.9% | -17.0% | +40.9% | +27.6% |
| 3M | +8.1% | -9.6% | +17.7% | +9.5% |
| 6M | -23.7% | -21.5% | -2.2% | -22.9% |
| YTD | -44.6% | -8.8% | -35.8% | -44.3% |
| 1Y | -66.2% | -24.7% | -41.5% | -65.6% |
| All | +57.2% | -35.7% | +92.9% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling