+421.5%
CARR vs UDR
+28.3%
+393.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -3.5% | -0.3% | -2.2% |
| 30D | -8.9% | -5.3% | -3.6% | -6.6% |
| 3M | -17.3% | -9.5% | -7.8% | -13.7% |
| 6M | -1.4% | -0.7% | -0.7% | -1.7% |
| YTD | +10.0% | -1.2% | +11.2% | +9.8% |
| 1Y | -6.4% | -5.7% | -0.6% | -4.6% |
| 3Y | +1.5% | +3.7% | -2.2% | -1.4% |
| 5Y | +9.3% | -18.9% | +28.2% | +16.9% |
| All | +421.5% | +28.3% | +393.2% | +361.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling