-65.8%
RBLX vs CMS
-2.9%
-62.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.3% |
| 7D | +5.1% | -1.9% | +7.0% | +4.7% |
| 30D | +28.0% | -4.1% | +32.1% | +27.2% |
| 3M | +4.6% | -7.1% | +11.7% | +2.6% |
| 6M | -24.7% | -10.1% | -14.6% | -26.0% |
| YTD | -43.8% | -1.7% | -42.1% | -44.4% |
| 1Y | -65.8% | -3.4% | -62.4% | -65.8% |
| All | -65.8% | -2.9% | -62.9% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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