+414.1%
CARR vs UDR
+28.4%
+385.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.9% |
| 7D | -4.1% | -3.4% | -0.7% | -2.6% |
| 30D | -11.0% | -5.4% | -5.5% | -8.7% |
| 3M | -16.4% | -10.0% | -6.4% | -12.5% |
| 6M | -2.4% | -2.5% | +0.2% | -1.8% |
| YTD | +8.4% | -1.1% | +9.5% | +8.2% |
| 1Y | -8.0% | -3.9% | -4.1% | -7.2% |
| 3Y | +0.6% | +3.4% | -2.9% | -2.2% |
| 5Y | +7.7% | -18.9% | +26.6% | +15.2% |
| All | +414.1% | +28.4% | +385.7% | +354.5% |
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