-35.4%
RBLX vs CPRT
+14.4%
-49.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +3.8% |
| 7D | +8.1% | -8.4% | +16.5% | +15.3% |
| 30D | +23.9% | +4.6% | +19.3% | +18.4% |
| 3M | +8.1% | -1.9% | +10.1% | +7.5% |
| 6M | -23.7% | -15.3% | -8.4% | -14.4% |
| YTD | -44.6% | -21.5% | -23.2% | -34.2% |
| 1Y | -66.2% | -36.6% | -29.6% | -52.1% |
| 3Y | +54.7% | -31.2% | +85.9% | +76.4% |
| 5Y | -48.9% | -14.1% | -34.8% | -59.2% |
| All | -35.4% | +14.4% | -49.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling