-34.5%
RBLX vs CRH
+118.4%
-153.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | +5.1% | -6.1% | +11.1% | +8.5% |
| 30D | +28.0% | -9.3% | +37.3% | +34.6% |
| 3M | +4.6% | -15.2% | +19.8% | +13.8% |
| 6M | -24.7% | -14.2% | -10.5% | -19.5% |
| YTD | -43.8% | -28.3% | -15.6% | -33.7% |
| 1Y | -65.8% | -21.8% | -44.0% | -61.8% |
| 3Y | +59.4% | +71.6% | -12.3% | -1.4% |
| 5Y | -48.2% | +96.6% | -144.8% | -73.7% |
| All | -34.5% | +118.4% | -153.0% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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