+80.6%
CRWD vs UMAC
+2.9%
+77.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.9% | +9.4% | -0.1% |
| 7D | -9.6% | -26.0% | +16.4% | -6.2% |
| 30D | -11.6% | -40.3% | +28.7% | -5.9% |
| 3M | +14.1% | -51.1% | +65.2% | +23.3% |
| 6M | +105.4% | -5.6% | +111.1% | +101.6% |
| YTD | +105.6% | +2.3% | +103.4% | +94.8% |
| 1Y | +80.6% | +7.9% | +72.7% | +68.7% |
| All | +80.6% | +2.9% | +77.6% | +68.7% |
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