+7.1%
CRM vs RBLX
-67.7%
+74.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.3% |
| 7D | +1.3% | +12.4% | -11.1% | +0.2% |
| 30D | +34.3% | +19.7% | +14.7% | +32.3% |
| 3M | +37.7% | -0.1% | +37.8% | +36.3% |
| 6M | +34.9% | -35.7% | +70.7% | +36.7% |
| YTD | -1.6% | -46.6% | +44.9% | -0.6% |
| 1Y | +7.1% | -66.6% | +73.8% | +6.3% |
| All | +7.1% | -67.7% | +74.9% | +6.3% |
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