-34.5%
RBLX vs CDE
+129.7%
-164.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +5.1% | -3.1% | +8.2% | +5.6% |
| 30D | +28.0% | +9.5% | +18.6% | +25.4% |
| 3M | +4.6% | +25.5% | -20.9% | -0.7% |
| 6M | -24.7% | -7.9% | -16.8% | -25.0% |
| YTD | -43.8% | +15.6% | -59.4% | -46.6% |
| 1Y | -65.8% | +34.0% | -99.8% | -68.6% |
| 3Y | +59.4% | +791.9% | -732.5% | -7.4% |
| 5Y | -48.2% | +197.7% | -246.0% | -65.0% |
| All | -34.5% | +129.7% | -164.2% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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