-35.4%
RBLX vs CMI
+132.6%
-168.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +8.1% | +0.8% | +7.3% | +7.8% |
| 30D | +23.9% | -12.8% | +36.7% | +30.7% |
| 3M | +8.1% | -12.4% | +20.6% | +12.6% |
| 6M | -23.7% | -0.9% | -22.8% | -26.4% |
| YTD | -44.6% | +8.9% | -53.5% | -48.8% |
| 1Y | -66.2% | +37.7% | -103.9% | -72.3% |
| 3Y | +54.7% | +148.9% | -94.1% | -9.8% |
| 5Y | -48.9% | +164.4% | -213.3% | -73.9% |
| All | -35.4% | +132.6% | -168.0% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling