+398.3%
CAH vs UDR
-20.3%
+418.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | -5.1% | -3.4% | -1.7% | -4.3% |
| 30D | -1.8% | -5.4% | +3.7% | -0.5% |
| 3M | +9.4% | -10.0% | +19.3% | +11.9% |
| 6M | +9.2% | -2.5% | +11.8% | +9.8% |
| YTD | +15.7% | -1.1% | +16.8% | +15.7% |
| 1Y | +59.7% | -3.9% | +63.6% | +60.7% |
| 3Y | +178.5% | +3.4% | +175.0% | +175.0% |
| 5Y | +398.3% | -18.9% | +417.1% | +430.4% |
| All | +398.3% | -20.3% | +418.5% | +430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 5y: compounded portfolio wealth divided by compounded UDR 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…
5y analysis · Full analysis span regression · 6 months rolling