+225.5%
CRWD vs RMBS
+265.4%
-39.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -3.0% | +1.8% | -4.8% | -3.6% |
| 30D | -6.8% | -13.9% | +7.1% | -2.5% |
| 3M | +19.6% | -39.8% | +59.4% | +37.5% |
| 6M | +87.1% | -6.0% | +93.1% | +74.7% |
| YTD | +76.4% | -5.4% | +81.8% | +60.0% |
| 1Y | +90.8% | -1.8% | +92.6% | +66.6% |
| 3Y | +380.0% | +53.7% | +326.3% | +209.9% |
| All | +225.5% | +265.4% | -39.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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