+380.0%
CRWD vs UMC
+261.2%
+118.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.6% |
| 7D | -3.0% | +9.0% | -12.0% | -5.1% |
| 30D | -6.8% | +17.2% | -24.0% | -10.7% |
| 3M | +19.6% | +11.4% | +8.2% | +12.8% |
| 6M | +87.1% | +137.5% | -50.4% | +35.0% |
| YTD | +76.4% | +193.1% | -116.7% | +12.6% |
| 1Y | +90.8% | +240.3% | -149.5% | +13.2% |
| 3Y | +380.0% | +262.2% | +117.8% | +156.6% |
| All | +380.0% | +261.2% | +118.8% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling