+1,298.7%
CRDO vs UMC
+195.6%
+1,103.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | 0.0% |
| 7D | -4.5% | +9.0% | -13.5% | -10.4% |
| 30D | -39.2% | +17.2% | -56.5% | -45.7% |
| 3M | -38.5% | +11.4% | -49.9% | -42.7% |
| 6M | +40.6% | +137.5% | -96.9% | -26.2% |
| YTD | +13.2% | +193.1% | -179.9% | -52.9% |
| 1Y | +2.3% | +240.3% | -238.0% | -62.0% |
| 3Y | +942.5% | +262.2% | +680.4% | +265.5% |
| All | +1,298.7% | +195.6% | +1,103.1% | +455.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling