-37.7%
RBLX vs CMS
+41.5%
-79.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +12.4% | +0.4% | +12.0% | +12.4% |
| 30D | +19.7% | -3.6% | +23.3% | +19.7% |
| 3M | -0.1% | -1.9% | +1.8% | -0.3% |
| 6M | -35.7% | -11.0% | -24.8% | -35.7% |
| YTD | -46.6% | +0.2% | -46.7% | -46.7% |
| 1Y | -66.6% | -1.3% | -65.3% | -66.7% |
| 3Y | +52.3% | +35.9% | +16.4% | +46.9% |
| 5Y | -47.7% | +23.1% | -70.8% | -50.8% |
| All | -37.7% | +41.5% | -79.1% | -36.8% |
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 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