+90.8%
CRWD vs RBA
-27.6%
+118.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.9% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -6.8% | -2.9% | -3.9% | -6.2% |
| 3M | +19.6% | -20.9% | +40.5% | +25.1% |
| 6M | +87.1% | -17.7% | +104.7% | +92.2% |
| YTD | +76.4% | -18.2% | +94.6% | +80.3% |
| 1Y | +90.8% | -29.1% | +119.9% | +117.5% |
| All | +90.8% | -27.6% | +118.5% | +117.5% |
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 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