+73.5%
CART vs UDR
+11.3%
+62.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.5% | +2.2% | -0.7% | +0.9% |
| 30D | +22.4% | +8.0% | +14.4% | +19.9% |
| 3M | +16.5% | -3.3% | +19.8% | +17.3% |
| 6M | +44.9% | +1.0% | +43.8% | +44.1% |
| YTD | +30.0% | +4.2% | +25.8% | +28.0% |
| 1Y | +59.1% | +10.8% | +48.2% | +53.8% |
| 3Y | +138.8% | +30.1% | +108.7% | +113.8% |
| All | +73.5% | +11.3% | +62.2% | +44.4% |
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 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