-46.2%
RBLX vs CTAS
+107.2%
-153.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.2% |
| 7D | +5.1% | +0.5% | +4.5% | +4.6% |
| 30D | +28.0% | -0.7% | +28.8% | +28.4% |
| 3M | +4.6% | +11.1% | -6.5% | -4.6% |
| 6M | -24.7% | +2.1% | -26.8% | -26.6% |
| YTD | -43.8% | +8.0% | -51.8% | -47.9% |
| 1Y | -65.8% | -0.5% | -65.3% | -66.2% |
| 3Y | +59.4% | +66.2% | -6.8% | -17.4% |
| All | -46.2% | +107.2% | -153.5% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling