-35.4%
RBLX vs CNH
+13.5%
-48.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.7% |
| 7D | +8.1% | -2.5% | +10.6% | +8.8% |
| 30D | +23.9% | +27.0% | -3.1% | +13.7% |
| 3M | +8.1% | +32.6% | -24.5% | -2.6% |
| 6M | -23.7% | +23.6% | -47.3% | -30.4% |
| YTD | -44.6% | +47.8% | -92.4% | -53.1% |
| 1Y | -66.2% | +21.3% | -87.5% | -69.3% |
| 3Y | +54.7% | +7.0% | +47.7% | +42.6% |
| 5Y | -48.9% | +10.2% | -59.1% | -52.7% |
| All | -35.4% | +13.5% | -48.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling