-65.8%
RBLX vs CME
+9.8%
-75.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +5.1% | -1.6% | +6.6% | +5.2% |
| 30D | +28.0% | +5.6% | +22.4% | +26.9% |
| 3M | +4.6% | +5.6% | -1.0% | +4.4% |
| 6M | -24.7% | -8.3% | -16.4% | -20.1% |
| YTD | -43.8% | +4.3% | -48.2% | -44.6% |
| 1Y | -65.8% | +9.1% | -74.9% | -66.2% |
| All | -65.8% | +9.8% | -75.6% | -66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling