+326.0%
CAT vs UDR
-19.6%
+345.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -2.0% | +3.7% | +2.4% |
| 30D | -6.6% | -5.2% | -1.4% | -5.0% |
| 3M | -13.3% | -5.8% | -7.5% | -12.1% |
| 6M | +11.6% | -1.7% | +13.3% | +11.3% |
| YTD | +42.9% | +2.4% | +40.6% | +40.2% |
| 1Y | +95.4% | -2.1% | +97.6% | +94.7% |
| 3Y | +196.6% | +4.2% | +192.4% | +185.5% |
| All | +326.0% | -19.6% | +345.6% | +341.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling