-48.4%
RBLX vs CMS
+23.1%
-71.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +8.0% | +0.2% | +7.9% | +8.0% |
| 30D | +20.2% | -1.3% | +21.5% | +20.3% |
| 3M | +3.5% | -5.4% | +8.9% | +3.8% |
| 6M | -28.9% | -10.3% | -18.6% | -28.4% |
| YTD | -45.1% | -0.2% | -44.8% | -45.3% |
| 1Y | -66.2% | -0.9% | -65.4% | -66.3% |
| 3Y | +53.5% | +34.0% | +19.5% | +42.1% |
| 5Y | -48.4% | +23.6% | -72.0% | -51.6% |
| All | -48.4% | +23.1% | -71.5% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling