+90.8%
CRWD vs RBRK
+5.6%
+85.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.4% |
| 7D | -3.0% | -7.5% | +4.5% | +1.4% |
| 30D | -6.8% | -10.4% | +3.6% | -0.8% |
| 3M | +19.6% | +21.3% | -1.7% | +7.7% |
| 6M | +87.1% | +50.6% | +36.4% | +50.3% |
| YTD | +76.4% | +13.3% | +63.1% | +52.7% |
| 1Y | +90.8% | +11.2% | +79.6% | +69.9% |
| All | +90.8% | +5.6% | +85.2% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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