+59.4%
RBLX vs CRBG
+122.1%
-62.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.8% |
| 7D | +5.1% | +0.6% | +4.5% | +4.8% |
| 30D | +28.0% | +2.6% | +25.4% | +26.5% |
| 3M | +4.6% | +24.0% | -19.4% | -4.2% |
| 6M | -24.7% | +50.5% | -75.2% | -36.6% |
| YTD | -43.8% | +17.1% | -61.0% | -47.9% |
| 1Y | -65.8% | +5.9% | -71.7% | -67.0% |
| 3Y | +59.4% | +122.7% | -63.4% | +24.8% |
| All | +59.4% | +122.1% | -62.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling