+122.5%
CRWV vs UMAC
+244.6%
-122.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.5% |
| 7D | -0.4% | -3.4% | +3.0% | +0.7% |
| 30D | -17.4% | -15.1% | -2.3% | -15.3% |
| 3M | -7.1% | -10.8% | +3.7% | -7.1% |
| 6M | +8.6% | +15.7% | -7.1% | -8.7% |
| YTD | +24.3% | +80.1% | -55.9% | -11.4% |
| 1Y | -21.0% | +116.7% | -137.7% | -48.3% |
| All | +122.5% | +244.6% | -122.1% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling