-24.3%
RBLX vs CMS
+45.0%
-69.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +6.7% | -1.1% | +7.8% | +6.7% |
| 30D | +6.1% | +6.6% | -0.5% | +6.1% |
| 3M | +45.3% | +0.8% | +44.4% | +45.2% |
| 6M | +27.4% | -3.3% | +30.7% | +27.3% |
| YTD | -35.1% | +2.7% | -37.8% | -35.2% |
| 1Y | -49.7% | -4.0% | -45.7% | -49.7% |
| 3Y | +36.9% | +37.6% | -0.7% | +32.4% |
| 5Y | -46.4% | +35.4% | -81.8% | -46.2% |
| All | -24.3% | +45.0% | -69.3% | -23.3% |
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