+51.5%
CART vs UDR
+9.4%
+42.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.0% | -2.0% | +3.0% | +1.5% |
| 30D | +12.6% | -5.2% | +17.8% | +14.0% |
| 3M | +23.1% | -5.8% | +28.9% | +24.7% |
| 6M | +39.5% | -1.7% | +41.2% | +39.9% |
| YTD | +13.5% | +2.4% | +11.2% | +12.4% |
| 1Y | +14.9% | -2.1% | +17.0% | +14.9% |
| All | +51.5% | +9.4% | +42.2% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling