-98.0%
CAPR vs UDR
+163.3%
-261.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.1% | -9.8% | -9.9% |
| 7D | +7.6% | +2.0% | +5.6% | +7.6% |
| 30D | +13.3% | +7.9% | +5.4% | +13.0% |
| 3M | +130.4% | -1.5% | +131.9% | +130.5% |
| 6M | -70.8% | +0.9% | -71.7% | -70.8% |
| YTD | -69.3% | +4.0% | -73.3% | -69.3% |
| 1Y | +59.5% | +10.4% | +49.2% | +58.9% |
| 3Y | +216.8% | +26.9% | +189.9% | +214.0% |
| 5Y | +152.7% | -19.4% | +172.1% | +153.8% |
| 10Y | -68.2% | +57.0% | -125.2% | -68.0% |
| All | -98.0% | +163.3% | -261.3% | -98.0% |
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