-66.6%
RBLX vs CRBG
+3.6%
-70.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +12.4% | +5.7% | +6.7% | +10.1% |
| 30D | +19.7% | +2.6% | +17.1% | +18.4% |
| 3M | -0.1% | +31.6% | -31.7% | -9.2% |
| 6M | -35.7% | +32.8% | -68.6% | -42.4% |
| YTD | -46.6% | +16.5% | -63.0% | -50.1% |
| 1Y | -66.6% | +6.1% | -72.7% | -68.4% |
| All | -66.6% | +3.6% | -70.2% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling