+73.5%
CART vs UDR
+11.2%
+62.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +0.3% | +2.0% | -1.8% | -0.2% |
| 30D | +22.4% | +7.9% | +14.5% | +20.0% |
| 3M | +15.6% | -1.5% | +17.1% | +15.9% |
| 6M | +44.9% | +0.9% | +44.0% | +44.2% |
| YTD | +30.0% | +4.0% | +26.0% | +28.0% |
| 1Y | +56.6% | +10.4% | +46.3% | +51.6% |
| 3Y | +131.9% | +26.9% | +105.0% | +108.6% |
| All | +73.5% | +11.2% | +62.3% | +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