-34.5%
RBLX vs CTAS
+144.1%
-178.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.3% |
| 7D | +5.1% | +0.5% | +4.5% | +4.7% |
| 30D | +28.0% | -0.7% | +28.8% | +28.4% |
| 3M | +4.6% | +11.1% | -6.5% | -4.2% |
| 6M | -24.7% | +2.1% | -26.8% | -26.5% |
| YTD | -43.8% | +8.0% | -51.8% | -47.7% |
| 1Y | -65.8% | -0.5% | -65.3% | -66.2% |
| 3Y | +59.4% | +66.2% | -6.8% | -11.9% |
| 5Y | -48.2% | +109.2% | -157.4% | -77.5% |
| All | -34.5% | +144.1% | -178.6% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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