-46.2%
RBLX vs CNC
+10.7%
-57.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | +5.1% | -0.9% | +6.0% | +5.1% |
| 30D | +28.0% | -1.0% | +29.0% | +28.0% |
| 3M | +4.6% | +4.5% | +0.1% | +4.2% |
| 6M | -24.7% | +85.2% | -109.9% | -28.4% |
| YTD | -43.8% | +61.4% | -105.3% | -46.2% |
| 1Y | -65.8% | +94.9% | -160.7% | -67.7% |
| 3Y | +59.4% | 0.0% | +59.4% | +54.9% |
| All | -46.2% | +10.7% | -57.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 5y: compounded portfolio wealth divided by compounded CNC 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…
5y analysis · Full analysis span regression · 6 months rolling