-37.7%
RBLX vs CSGP
-62.4%
+24.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.8% | +5.7% |
| 7D | +12.4% | -4.1% | +16.5% | +14.8% |
| 30D | +19.7% | +2.3% | +17.4% | +17.6% |
| 3M | -0.1% | -8.2% | +8.1% | +3.2% |
| 6M | -35.7% | -35.1% | -0.7% | -19.5% |
| YTD | -46.6% | -54.0% | +7.5% | -19.6% |
| 1Y | -66.6% | -65.3% | -1.3% | -40.8% |
| 3Y | +52.3% | -62.6% | +114.9% | +133.5% |
| 5Y | -47.7% | -64.8% | +17.1% | -24.5% |
| All | -37.7% | -62.4% | +24.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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