+712.5%
CAT vs UDR
+54.2%
+658.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +7.1% |
| 7D | -2.4% | +2.2% | -4.6% | -3.3% |
| 30D | -25.0% | +8.0% | -33.1% | -27.4% |
| 3M | -28.7% | -3.3% | -25.5% | -28.1% |
| 6M | -33.0% | +1.0% | -34.0% | -33.9% |
| YTD | +5.4% | +4.2% | +1.3% | +2.4% |
| 1Y | +7.3% | +10.8% | -3.6% | +1.4% |
| 3Y | +166.0% | +30.1% | +135.9% | +132.2% |
| 5Y | +210.1% | -18.9% | +229.0% | +224.0% |
| 10Y | +712.5% | +53.4% | +659.1% | +568.5% |
| All | +712.5% | +54.2% | +658.4% | +568.5% |
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