+213.5%
CRWD vs RBA
+39.8%
+173.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.2% | -1.9% | +4.0% | +2.9% |
| 30D | -7.7% | -13.0% | +5.3% | -2.6% |
| 3M | +28.9% | -23.1% | +52.0% | +41.4% |
| 6M | +91.5% | -22.6% | +114.1% | +108.6% |
| YTD | +77.3% | -20.4% | +97.7% | +90.0% |
| 1Y | +96.3% | -29.6% | +125.9% | +121.5% |
| 3Y | +394.5% | +26.6% | +367.9% | +326.0% |
| 5Y | +213.5% | +38.2% | +175.3% | +128.7% |
| All | +213.5% | +39.8% | +173.7% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling