-34.5%
RBLX vs CME
+63.7%
-98.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +5.1% | -1.6% | +6.6% | +5.6% |
| 30D | +28.0% | +5.6% | +22.4% | +25.7% |
| 3M | +4.6% | +5.6% | -1.0% | +2.4% |
| 6M | -24.7% | -8.3% | -16.4% | -22.4% |
| YTD | -43.8% | +4.3% | -48.2% | -44.9% |
| 1Y | -65.8% | +9.1% | -74.9% | -67.0% |
| 3Y | +59.4% | +52.1% | +7.3% | +28.2% |
| 5Y | -48.2% | +79.7% | -127.9% | -57.6% |
| All | -34.5% | +63.7% | -98.2% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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