-48.9%
RBLX vs CME
+76.3%
-125.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +8.1% | -2.4% | +10.5% | +9.0% |
| 30D | +23.9% | +6.2% | +17.7% | +21.0% |
| 3M | +8.1% | +4.4% | +3.8% | +6.0% |
| 6M | -23.7% | -9.6% | -14.1% | -20.6% |
| YTD | -44.6% | +3.8% | -48.4% | -45.8% |
| 1Y | -66.2% | +9.5% | -75.8% | -67.8% |
| 3Y | +54.7% | +51.9% | +2.8% | +18.6% |
| 5Y | -48.9% | +78.7% | -127.6% | -65.5% |
| All | -48.9% | +76.3% | -125.2% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling