-46.4%
RBLX vs CP
+25.9%
-72.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +6.7% | -0.7% | +7.4% | +7.0% |
| 30D | +6.1% | +9.6% | -3.5% | +1.4% |
| 3M | +45.3% | +2.2% | +43.0% | +43.3% |
| 6M | +27.4% | +11.1% | +16.3% | +19.3% |
| YTD | -35.1% | +28.2% | -63.2% | -44.3% |
| 1Y | -49.7% | +32.2% | -81.9% | -57.8% |
| 3Y | +36.9% | +35.5% | +1.4% | +8.0% |
| 5Y | -46.4% | +26.8% | -73.2% | -56.2% |
| All | -46.4% | +25.9% | -72.3% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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