+90.8%
CRWD vs UMAC
+129.0%
-38.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.8% |
| 7D | -3.0% | -3.4% | +0.4% | -2.7% |
| 30D | -6.8% | -15.1% | +8.3% | -5.7% |
| 3M | +19.6% | -10.8% | +30.4% | +19.3% |
| 6M | +87.1% | +15.7% | +71.4% | +78.5% |
| YTD | +76.4% | +80.1% | -3.7% | +61.4% |
| 1Y | +90.8% | +116.7% | -25.9% | +78.8% |
| All | +90.8% | +129.0% | -38.2% | +78.8% |
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