-25.8%
RBLX vs CVE
+285.6%
-311.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +20.3% | -10.1% | +30.4% | +22.6% |
| 30D | +7.3% | -12.1% | +19.4% | +9.4% |
| 3M | +36.5% | -1.9% | +38.4% | +35.7% |
| 6M | +23.1% | -1.8% | +25.0% | +21.5% |
| YTD | -36.3% | +65.8% | -102.1% | -44.8% |
| 1Y | -51.7% | +60.8% | -112.5% | -57.9% |
| 3Y | +35.6% | +70.1% | -34.5% | +13.5% |
| 5Y | -52.9% | +134.8% | -187.7% | -63.3% |
| All | -25.8% | +285.6% | -311.3% | -46.8% |
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