-26.0%
RBLX vs CMS
+44.2%
-70.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | +7.9% | -1.3% | +9.2% | +7.9% |
| 30D | +3.9% | +5.3% | -1.4% | +3.8% |
| 3M | +44.7% | -0.3% | +45.0% | +44.7% |
| 6M | +23.8% | -4.0% | +27.8% | +23.7% |
| YTD | -36.5% | +2.1% | -38.7% | -36.7% |
| 1Y | -50.7% | -4.7% | -46.0% | -50.7% |
| 3Y | +33.8% | +36.8% | -3.0% | +29.4% |
| 5Y | -52.2% | +34.9% | -87.1% | -52.0% |
| All | -26.0% | +44.2% | -70.2% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling