-97.5%
CAPR vs UDR
+162.5%
-260.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.3% | +26.8% | +26.5% |
| 7D | +25.8% | -1.8% | +27.6% | +25.9% |
| 30D | +50.2% | +7.9% | +42.3% | +49.8% |
| 3M | +185.5% | -0.8% | +186.3% | +185.5% |
| 6M | -64.8% | 0.0% | -64.8% | -64.8% |
| YTD | -61.1% | +3.7% | -64.9% | -61.1% |
| 1Y | +81.0% | +8.5% | +72.4% | +80.4% |
| 3Y | +300.7% | +26.6% | +274.1% | +297.3% |
| 5Y | +223.3% | -20.2% | +243.5% | +224.8% |
| 10Y | -58.8% | +54.7% | -113.5% | -58.5% |
| All | -97.5% | +162.5% | -260.0% | -97.4% |
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 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