+1,157.1%
CAT vs UDR
+44.7%
+1,112.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.1% |
| 7D | +2.9% | -3.3% | +6.2% | +4.2% |
| 30D | -2.6% | -5.6% | +3.0% | -0.5% |
| 3M | -10.7% | -9.4% | -1.3% | -7.8% |
| 6M | +16.1% | -3.0% | +19.1% | +16.5% |
| YTD | +43.2% | -0.4% | +43.6% | +42.0% |
| 1Y | +96.8% | -5.1% | +102.0% | +98.2% |
| 3Y | +201.4% | +4.2% | +197.1% | +189.0% |
| 5Y | +332.7% | -19.5% | +352.2% | +353.3% |
| 10Y | +1,157.1% | +47.9% | +1,109.2% | +962.8% |
| All | +1,157.1% | +44.7% | +1,112.4% | +962.8% |
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 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