-34.5%
RBLX vs CBRE
+84.8%
-119.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.3% |
| 7D | +5.1% | -5.0% | +10.0% | +8.2% |
| 30D | +28.0% | -4.7% | +32.7% | +31.1% |
| 3M | +4.6% | +6.5% | -1.9% | +0.1% |
| 6M | -24.7% | +6.1% | -30.7% | -28.4% |
| YTD | -43.8% | -12.6% | -31.2% | -39.9% |
| 1Y | -65.8% | -15.3% | -50.5% | -62.9% |
| 3Y | +59.4% | +64.6% | -5.2% | +1.2% |
| 5Y | -48.2% | +45.0% | -93.2% | -66.3% |
| All | -34.5% | +84.8% | -119.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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