+10.9%
CMG vs RBLX
-53.0%
+63.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.5% | -2.7% | +5.1% |
| 7D | +22.5% | -7.5% | +30.0% | +23.0% |
| 30D | +14.1% | +10.6% | +3.5% | +12.4% |
| 3M | +4.1% | +33.3% | -29.2% | +0.3% |
| 6M | +10.1% | +3.7% | +6.4% | +7.9% |
| YTD | -4.9% | -39.1% | +34.3% | -4.2% |
| 1Y | +10.9% | -52.6% | +63.5% | +13.0% |
| All | +10.9% | -53.0% | +63.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 1y: compounded portfolio wealth divided by compounded RBLX 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…
1y analysis · Full analysis span regression · 6 months rolling