-37.7%
RBLX vs CPB
-41.9%
+4.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +3.7% |
| 7D | +12.4% | -8.6% | +21.0% | +10.7% |
| 30D | +19.7% | -7.2% | +26.9% | +18.1% |
| 3M | -0.1% | +0.9% | -1.0% | +0.4% |
| 6M | -35.7% | -11.8% | -23.9% | -37.7% |
| YTD | -46.6% | -19.4% | -27.1% | -49.1% |
| 1Y | -66.6% | -30.4% | -36.2% | -69.2% |
| 3Y | +52.3% | -40.2% | +92.4% | +37.8% |
| 5Y | -47.7% | -39.5% | -8.2% | -50.3% |
| All | -37.7% | -41.9% | +4.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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