-37.7%
RBLX vs CVE
+350.2%
-387.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | +12.4% | +2.5% | +9.9% | +11.8% |
| 30D | +19.7% | +16.7% | +2.9% | +15.6% |
| 3M | -0.1% | +9.3% | -9.4% | -2.5% |
| 6M | -35.7% | +43.6% | -79.3% | -41.6% |
| YTD | -46.6% | +93.6% | -140.1% | -54.8% |
| 1Y | -66.6% | +98.8% | -165.4% | -72.0% |
| 3Y | +52.3% | +73.6% | -21.3% | +27.8% |
| 5Y | -47.7% | +312.5% | -360.2% | -63.1% |
| All | -37.7% | +350.2% | -387.9% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling