+382.4%
CRWD vs RBA
+26.3%
+356.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.2% | -1.9% | +4.0% | +2.8% |
| 30D | -7.7% | -13.0% | +5.3% | -3.3% |
| 3M | +28.9% | -23.1% | +52.0% | +39.6% |
| 6M | +91.5% | -22.6% | +114.1% | +106.0% |
| YTD | +77.3% | -20.4% | +97.7% | +87.6% |
| 1Y | +96.3% | -29.6% | +125.9% | +118.3% |
| All | +382.4% | +26.3% | +356.2% | +335.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling