+96.3%
CAT vs UDR
-2.7%
+99.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +0.9% |
| 7D | +5.6% | -2.1% | +7.6% | +5.2% |
| 30D | -2.3% | -5.6% | +3.3% | -3.1% |
| 3M | -10.0% | -5.8% | -4.2% | -11.1% |
| 6M | +21.2% | -1.1% | +22.4% | +18.6% |
| YTD | +44.4% | +1.6% | +42.8% | +44.2% |
| 1Y | +96.3% | -2.7% | +99.0% | +104.7% |
| All | +96.3% | -2.7% | +99.0% | +104.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling