+1.4%
CRM vs RBA
-27.6%
+29.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +28.1% | -2.9% | +31.1% | +28.7% |
| 3M | +48.8% | -20.9% | +69.7% | +53.0% |
| 6M | +28.3% | -17.7% | +45.9% | +30.9% |
| YTD | -6.0% | -18.2% | +12.2% | -4.1% |
| 1Y | +1.4% | -29.1% | +30.5% | +0.8% |
| All | +1.4% | -27.6% | +29.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling