+1,333.1%
CRWD vs UMC
+1,487.8%
-154.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.0% | -2.3% |
| 7D | +2.2% | +13.6% | -11.5% | -2.0% |
| 30D | -7.7% | +20.8% | -28.5% | -13.4% |
| 3M | +28.9% | +16.1% | +12.7% | +18.8% |
| 6M | +91.5% | +137.3% | -45.8% | +34.9% |
| YTD | +77.3% | +193.8% | -116.4% | +13.0% |
| 1Y | +96.3% | +236.1% | -139.8% | +18.6% |
| 3Y | +394.5% | +267.1% | +127.4% | +184.6% |
| 5Y | +213.5% | +145.3% | +68.2% | +97.8% |
| All | +1,333.1% | +1,487.8% | -154.7% | +411.0% |
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