+25,808.1%
CAT vs UDR
+2,878.3%
+22,929.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -2.0% | +3.7% | +2.5% |
| 30D | -6.6% | -5.2% | -1.4% | -4.8% |
| 3M | -13.3% | -5.8% | -7.5% | -11.9% |
| 6M | +11.6% | -1.7% | +13.3% | +11.6% |
| YTD | +42.9% | +2.4% | +40.6% | +40.5% |
| 1Y | +95.4% | -2.1% | +97.6% | +94.5% |
| 3Y | +196.6% | +4.2% | +192.4% | +185.8% |
| 5Y | +321.7% | -20.0% | +341.7% | +342.1% |
| 10Y | +1,140.8% | +44.6% | +1,096.1% | +904.5% |
| All | +25,808.1% | +2,878.3% | +22,929.8% | +8,343.1% |
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