+27.3%
CRDO vs UMC
+209.4%
-182.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.6% | -0.7% | +1.1% |
| 7D | -26.7% | +5.0% | -31.7% | -28.7% |
| 30D | -24.1% | +7.7% | -31.7% | -27.2% |
| 3M | -21.6% | +1.7% | -23.2% | -20.1% |
| 6M | +66.3% | +113.9% | -47.6% | +19.6% |
| YTD | +18.5% | +168.9% | -150.4% | -36.5% |
| 1Y | +27.3% | +207.2% | -179.9% | -33.4% |
| All | +27.3% | +209.4% | -182.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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