-16.9%
CRDO vs UMAC
+2.9%
-19.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -10.9% | +1.3% | -7.0% |
| 7D | -21.4% | -26.0% | +4.6% | -15.5% |
| 30D | -35.8% | -40.3% | +4.6% | -27.5% |
| 3M | -42.6% | -51.1% | +8.5% | -34.3% |
| 6M | -24.2% | -5.6% | -18.5% | -28.7% |
| YTD | -5.1% | +2.3% | -7.4% | -21.1% |
| 1Y | -16.9% | +7.9% | -24.7% | -32.3% |
| All | -16.9% | +2.9% | -19.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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