-26.0%
RBLX vs CVE
+303.7%
-329.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | +7.9% | +4.6% | +3.3% | +7.0% |
| 30D | +3.9% | -12.0% | +15.9% | +6.0% |
| 3M | +44.7% | -3.8% | +48.5% | +44.6% |
| 6M | +23.8% | -2.7% | +26.5% | +22.7% |
| YTD | -36.5% | +73.6% | -110.1% | -45.5% |
| 1Y | -50.7% | +62.0% | -112.7% | -57.0% |
| 3Y | +33.8% | +72.7% | -38.9% | +11.8% |
| 5Y | -52.2% | +153.9% | -206.1% | -63.3% |
| All | -26.0% | +303.7% | -329.8% | -47.5% |
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 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