-29.1%
RBLX vs CVE
+283.6%
-312.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.6% |
| 7D | +14.7% | -16.1% | +30.8% | +18.4% |
| 30D | +6.2% | -10.4% | +16.6% | +7.9% |
| 3M | +36.8% | -2.4% | +39.2% | +36.1% |
| 6M | +12.7% | -4.4% | +17.1% | +11.9% |
| YTD | -39.2% | +64.9% | -104.1% | -47.2% |
| 1Y | -51.3% | +66.0% | -117.3% | -57.9% |
| 3Y | +45.6% | +57.7% | -12.0% | +23.8% |
| 5Y | -36.8% | +144.7% | -181.5% | -51.0% |
| All | -29.1% | +283.6% | -312.7% | -49.2% |
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 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