-34.5%
RBLX vs CRS
+967.8%
-1,002.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +5.1% | -6.8% | +11.8% | +7.2% |
| 30D | +28.0% | -16.1% | +44.2% | +34.6% |
| 3M | +4.6% | -21.2% | +25.8% | +11.3% |
| 6M | -24.7% | +8.7% | -33.3% | -28.1% |
| YTD | -43.8% | +41.0% | -84.8% | -51.2% |
| 1Y | -65.8% | +82.7% | -148.4% | -73.1% |
| 3Y | +59.4% | +604.8% | -545.4% | -29.3% |
| 5Y | -48.2% | +1,384.7% | -1,432.9% | -83.1% |
| All | -34.5% | +967.8% | -1,002.3% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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