-37.7%
RBLX vs CPRT
+25.4%
-63.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.0% |
| 7D | +12.4% | +2.2% | +10.2% | +10.4% |
| 30D | +19.7% | +16.6% | +3.0% | +5.6% |
| 3M | -0.1% | +9.6% | -9.7% | -8.6% |
| 6M | -35.7% | -11.1% | -24.6% | -30.0% |
| YTD | -46.6% | -13.9% | -32.7% | -40.6% |
| 1Y | -66.6% | -32.5% | -34.1% | -54.6% |
| 3Y | +52.3% | -25.0% | +77.3% | +63.6% |
| 5Y | -47.7% | -7.4% | -40.4% | -60.8% |
| All | -37.7% | +25.4% | -63.1% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling