-38.4%
RBLX vs CPNG
-76.2%
+37.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | 0.0% |
| 7D | +5.1% | -1.1% | +6.2% | +5.5% |
| 30D | +28.0% | -7.4% | +35.4% | +31.9% |
| 3M | +4.6% | -12.3% | +17.0% | +9.6% |
| 6M | -24.7% | -19.4% | -5.2% | -19.9% |
| YTD | -43.8% | -35.9% | -7.9% | -34.0% |
| 1Y | -65.8% | -53.4% | -12.4% | -53.4% |
| 3Y | +59.4% | -20.0% | +79.4% | +55.9% |
| 5Y | -48.2% | -49.6% | +1.3% | -49.7% |
| All | -38.4% | -76.2% | +37.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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