+122.5%
CRWV vs UMC
+271.1%
-148.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.2% |
| 7D | -0.4% | +9.0% | -9.4% | -4.3% |
| 30D | -17.4% | +17.2% | -34.6% | -23.3% |
| 3M | -7.1% | +11.4% | -18.5% | -13.4% |
| 6M | +8.6% | +137.5% | -128.9% | -30.0% |
| YTD | +24.3% | +193.1% | -168.8% | -28.4% |
| 1Y | -21.0% | +240.3% | -261.3% | -57.8% |
| All | +122.5% | +271.1% | -148.7% | +16.4% |
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