+106.7%
CRWD vs UMAC
+164.0%
-57.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.5% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | +1.5% | -7.7% | +9.2% | +2.0% |
| 3M | +18.5% | -26.4% | +45.0% | +19.9% |
| 6M | +109.1% | +61.9% | +47.2% | +94.1% |
| YTD | +81.8% | +86.5% | -4.7% | +65.4% |
| 1Y | +106.7% | +156.3% | -49.6% | +91.2% |
| All | +106.7% | +164.0% | -57.3% | +91.2% |
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