+5,648.9%
CRM vs RBA
+1,282.2%
+4,366.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -8.1% | -3.3% | -4.8% | -7.0% |
| 30D | +23.1% | -9.8% | +32.8% | +27.5% |
| 3M | +42.5% | -23.5% | +66.0% | +55.1% |
| 6M | +25.3% | -21.5% | +46.8% | +34.6% |
| YTD | -7.8% | -21.2% | +13.4% | -1.5% |
| 1Y | +1.0% | -30.2% | +31.2% | +12.4% |
| 3Y | +10.0% | +25.3% | -15.3% | -2.7% |
| 5Y | -3.9% | +35.1% | -39.0% | -19.8% |
| 10Y | +233.2% | +191.9% | +41.3% | +96.1% |
| All | +5,648.9% | +1,282.2% | +4,366.7% | +2,093.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling