-35.5%
RBLX vs CTAS
+142.9%
-178.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +10.2% | 0.0% | +10.2% | +10.2% |
| 30D | +18.6% | -1.0% | +19.6% | +19.2% |
| 3M | +6.0% | +15.8% | -9.8% | -6.1% |
| 6M | -29.5% | -1.0% | -28.4% | -29.5% |
| YTD | -44.7% | +7.4% | -52.1% | -48.3% |
| 1Y | -65.1% | -0.1% | -65.0% | -65.7% |
| 3Y | +54.5% | +66.3% | -11.8% | -14.9% |
| 5Y | -46.3% | +111.0% | -157.3% | -76.7% |
| All | -35.5% | +142.9% | -178.4% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling