-46.2%
RBLX vs CMI
+164.8%
-211.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.9% |
| 7D | +5.1% | -0.7% | +5.8% | +5.4% |
| 30D | +28.0% | -12.4% | +40.4% | +35.3% |
| 3M | +4.6% | -14.8% | +19.4% | +10.6% |
| 6M | -24.7% | +0.8% | -25.5% | -28.1% |
| YTD | -43.8% | +10.2% | -54.0% | -48.8% |
| 1Y | -65.8% | +37.4% | -103.2% | -72.4% |
| 3Y | +59.4% | +153.3% | -93.9% | -13.7% |
| All | -46.2% | +164.8% | -211.0% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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