-35.9%
RBLX vs CNC
+4.0%
-39.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +8.0% | -4.9% | +12.9% | +8.3% |
| 30D | +20.2% | -3.8% | +23.9% | +20.3% |
| 3M | +3.5% | -3.2% | +6.8% | +3.6% |
| 6M | -28.9% | +47.9% | -76.8% | -31.1% |
| YTD | -45.1% | +55.7% | -100.7% | -46.9% |
| 1Y | -66.2% | +106.2% | -172.5% | -68.0% |
| 3Y | +53.5% | -2.1% | +55.5% | +49.6% |
| 5Y | -48.4% | +3.4% | -51.8% | -45.7% |
| All | -35.9% | +4.0% | -39.9% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling