-35.9%
RBLX vs CRS
+1,004.5%
-1,040.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +8.0% | -0.5% | +8.6% | +8.2% |
| 30D | +20.2% | -18.1% | +38.3% | +27.3% |
| 3M | +3.5% | -12.4% | +16.0% | +6.7% |
| 6M | -28.9% | +15.9% | -44.9% | -33.5% |
| YTD | -45.1% | +45.8% | -90.9% | -52.7% |
| 1Y | -66.2% | +87.8% | -154.0% | -73.6% |
| 3Y | +53.5% | +648.7% | -595.3% | -33.3% |
| 5Y | -48.4% | +1,416.6% | -1,465.1% | -83.3% |
| All | -35.9% | +1,004.5% | -1,040.5% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling