+62.4%
CART vs UDR
+14.9%
+47.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.8% |
| 7D | +1.4% | +7.2% | -5.9% | -0.2% |
| 30D | +29.7% | +10.5% | +19.2% | +26.7% |
| 3M | +29.7% | -2.3% | +32.0% | +29.2% |
| 6M | +36.8% | +4.0% | +32.8% | +35.4% |
| YTD | +31.7% | +5.6% | +26.0% | +29.6% |
| 1Y | +62.4% | +13.0% | +49.3% | +54.8% |
| All | +62.4% | +14.9% | +47.5% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling