+27.6%
CAVA vs UDR
-6.4%
+34.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | -8.0% | -3.5% | -4.6% | -6.0% |
| 30D | -19.6% | -5.3% | -14.3% | -16.7% |
| 3M | -36.7% | -9.5% | -27.1% | -32.9% |
| 6M | -30.6% | -0.7% | -29.9% | -30.9% |
| YTD | -4.8% | -1.2% | -3.6% | -5.0% |
| 1Y | -13.1% | -5.7% | -7.4% | -10.8% |
| 3Y | +48.8% | +3.7% | +45.0% | +46.1% |
| All | +27.6% | -6.4% | +34.0% | +30.8% |
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