-35.5%
RBLX vs CVE
+361.6%
-397.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.0% |
| 7D | +10.2% | +0.2% | +10.0% | +10.2% |
| 30D | +18.6% | +17.5% | +1.1% | +14.5% |
| 3M | +6.0% | +16.2% | -10.3% | +1.9% |
| 6M | -29.5% | +47.8% | -77.2% | -36.3% |
| YTD | -44.7% | +98.5% | -143.2% | -53.4% |
| 1Y | -65.1% | +109.8% | -174.9% | -71.1% |
| 3Y | +54.5% | +75.5% | -21.0% | +29.4% |
| 5Y | -46.3% | +341.6% | -387.9% | -62.7% |
| All | -35.5% | +361.6% | -397.1% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling