-35.9%
RBLX vs CBRE
+83.7%
-119.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.5% |
| 7D | +8.0% | -1.7% | +9.7% | +8.9% |
| 30D | +20.2% | -3.0% | +23.1% | +21.6% |
| 3M | +3.5% | +2.6% | +0.9% | +1.3% |
| 6M | -28.9% | +2.0% | -30.9% | -30.7% |
| YTD | -45.1% | -13.1% | -31.9% | -41.0% |
| 1Y | -66.2% | -13.8% | -52.4% | -63.8% |
| 3Y | +53.5% | +63.9% | -10.4% | -2.3% |
| 5Y | -48.4% | +42.3% | -90.8% | -66.3% |
| All | -35.9% | +83.7% | -119.6% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling