+72.5%
CART vs UDR
+10.9%
+61.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.9% |
| 7D | +3.0% | +3.0% | 0.0% | +2.2% |
| 30D | +28.6% | +10.3% | +18.3% | +25.3% |
| 3M | +29.1% | -2.9% | +32.0% | +29.8% |
| 6M | +44.7% | +0.3% | +44.4% | +44.2% |
| YTD | +29.2% | +3.8% | +25.4% | +27.3% |
| 1Y | +66.2% | +12.7% | +53.4% | +59.9% |
| 3Y | +112.8% | +27.6% | +85.2% | +91.4% |
| All | +72.5% | +10.9% | +61.6% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling