+66.2%
CART vs UDR
+11.2%
+55.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | +3.0% | +3.0% | 0.0% | +2.4% |
| 30D | +28.6% | +10.3% | +18.3% | +25.9% |
| 3M | +29.1% | -2.9% | +32.0% | +28.8% |
| 6M | +44.7% | +0.3% | +44.4% | +44.1% |
| YTD | +29.2% | +3.8% | +25.4% | +28.3% |
| 1Y | +66.2% | +12.7% | +53.4% | +63.0% |
| All | +66.2% | +11.2% | +55.0% | +63.0% |
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