+144.6%
CAPR vs UDR
-18.0%
+162.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.8% | +4.9% |
| 7D | +41.1% | +3.0% | +38.1% | +40.3% |
| 30D | +11.1% | +10.3% | +0.9% | +9.1% |
| 3M | +115.3% | -2.9% | +118.2% | +116.5% |
| 6M | -73.8% | +0.3% | -74.1% | -73.6% |
| YTD | -68.8% | +3.8% | -72.6% | -68.8% |
| 1Y | +43.3% | +12.7% | +30.6% | +38.6% |
| 3Y | +214.7% | +27.6% | +187.1% | +189.6% |
| All | +144.6% | -18.0% | +162.6% | +149.8% |
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