+14,817.8%
CAH vs UDR
+2,856.2%
+11,961.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +0.5% | -2.1% | +2.5% | +1.0% |
| 30D | +1.7% | -5.6% | +7.4% | +3.2% |
| 3M | +17.9% | -5.8% | +23.6% | +19.5% |
| 6M | +10.9% | -1.1% | +12.1% | +11.1% |
| YTD | +17.9% | +1.6% | +16.3% | +17.0% |
| 1Y | +61.7% | -2.7% | +64.4% | +62.2% |
| 3Y | +183.7% | +6.3% | +177.4% | +175.3% |
| 5Y | +401.3% | -19.3% | +420.7% | +415.8% |
| 10Y | +293.7% | +46.0% | +247.7% | +244.3% |
| All | +14,817.8% | +2,856.2% | +11,961.6% | +6,849.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling