-97.9%
CAPR vs UDR
+159.1%
-257.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | -2.0% | 0.0% | -1.9% |
| 30D | +139.2% | -5.2% | +144.4% | +139.7% |
| 3M | -66.4% | -5.8% | -60.6% | -66.3% |
| 6M | -63.1% | -1.7% | -61.4% | -63.1% |
| YTD | -67.4% | +2.4% | -69.8% | -67.4% |
| 1Y | +58.2% | -2.1% | +60.4% | +58.6% |
| 3Y | +42.2% | +4.2% | +38.0% | +42.1% |
| 5Y | +87.3% | -20.0% | +107.2% | +88.1% |
| 10Y | -75.3% | +44.6% | -119.9% | -75.2% |
| All | -97.9% | +159.1% | -257.0% | -97.8% |
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 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