+17,723.7%
CAT vs UDR
+2,919.7%
+14,804.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -10.3% | +3.0% | -13.3% | -11.4% |
| 30D | -31.2% | +10.3% | -41.4% | -33.9% |
| 3M | -34.7% | -2.9% | -31.7% | -34.2% |
| 6M | -39.5% | +0.3% | -39.8% | -40.1% |
| YTD | -1.7% | +3.8% | -5.5% | -4.2% |
| 1Y | -1.1% | +12.7% | -13.9% | -6.7% |
| 3Y | +143.9% | +27.6% | +116.3% | +117.2% |
| 5Y | +194.8% | -18.6% | +213.4% | +206.4% |
| 10Y | +739.8% | +52.4% | +687.4% | +565.3% |
| All | +17,723.7% | +2,919.7% | +14,804.0% | +5,659.3% |
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