+1,325.8%
CRWD vs RBA
+173.5%
+1,152.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -2.5% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -6.8% | -2.9% | -3.9% | -5.9% |
| 3M | +19.6% | -20.9% | +40.5% | +29.5% |
| 6M | +87.1% | -17.7% | +104.7% | +98.6% |
| YTD | +76.4% | -18.2% | +94.6% | +87.0% |
| 1Y | +90.8% | -29.1% | +119.9% | +114.2% |
| 3Y | +380.0% | +29.5% | +350.4% | +315.0% |
| 5Y | +215.6% | +40.2% | +175.4% | +154.9% |
| All | +1,325.8% | +173.5% | +1,152.3% | +752.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling