+130.3%
CART vs UDR
+27.3%
+103.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +19.2% | +7.8% | +11.4% | +16.8% |
| 3M | +17.6% | -2.8% | +20.3% | +18.2% |
| 6M | +47.4% | -1.4% | +48.8% | +47.4% |
| YTD | +30.9% | +3.4% | +27.5% | +29.1% |
| 1Y | +46.0% | +9.9% | +36.1% | +41.4% |
| 3Y | +130.3% | +28.5% | +101.8% | +84.7% |
| All | +130.3% | +27.3% | +103.0% | +84.7% |
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