-28.2%
RBLX vs CP
+32.4%
-60.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.7% |
| 7D | +1.2% | +2.1% | -0.9% | +0.3% |
| 30D | +5.0% | +9.3% | -4.3% | +1.0% |
| 3M | +31.5% | +0.5% | +31.1% | +31.0% |
| 6M | +18.9% | +10.4% | +8.5% | +12.7% |
| YTD | -38.4% | +28.7% | -67.1% | -46.2% |
| 1Y | -50.7% | +33.2% | -83.9% | -57.8% |
| 3Y | +28.8% | +38.4% | -9.6% | +4.8% |
| 5Y | -53.6% | +26.2% | -79.8% | -61.3% |
| All | -28.2% | +32.4% | -60.6% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling