-52.6%
RBLX vs CVE
+73.4%
-126.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -7.6% | +16.1% | +8.2% |
| 7D | -7.5% | -12.1% | +4.6% | -7.7% |
| 30D | +10.6% | -9.8% | +20.4% | +10.1% |
| 3M | +33.3% | -0.7% | +34.0% | +31.4% |
| 6M | +3.7% | -4.3% | +8.0% | +4.3% |
| YTD | -39.1% | +70.6% | -109.7% | -52.9% |
| 1Y | -52.6% | +73.2% | -125.8% | -64.5% |
| All | -52.6% | +73.4% | -126.0% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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