+256.7%
CRWD vs RBA
+45.7%
+210.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.8% |
| 7D | +4.5% | +1.7% | +2.7% | +3.8% |
| 30D | -9.1% | +8.3% | -17.4% | -12.2% |
| 3M | +0.5% | +10.5% | -10.1% | -4.0% |
| 6M | +61.1% | -5.9% | +67.0% | +62.4% |
| YTD | +93.4% | -6.9% | +100.2% | +94.0% |
| 1Y | +71.1% | -4.9% | +76.0% | +69.9% |
| 3Y | +351.1% | +64.5% | +286.6% | +244.7% |
| All | +256.7% | +45.7% | +210.9% | +184.0% |
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