-28.2%
RBLX vs CNH
+0.1%
-28.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +1.2% | +3.0% | -1.8% | +0.2% |
| 30D | +5.0% | -0.6% | +5.6% | +4.7% |
| 3M | +31.5% | +14.6% | +16.9% | +23.8% |
| 6M | +18.9% | +11.8% | +7.2% | +11.9% |
| YTD | -38.4% | +30.4% | -68.8% | -46.1% |
| 1Y | -50.7% | +19.1% | -69.8% | -55.5% |
| 3Y | +28.8% | +30.2% | -1.4% | +5.5% |
| 5Y | -53.6% | -17.8% | -35.8% | -54.8% |
| All | -28.2% | +0.1% | -28.3% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling