+29.1%
CAVA vs UDR
-5.7%
+34.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.1% | -4.8% |
| 7D | -8.5% | -3.3% | -5.3% | -6.6% |
| 30D | -8.2% | -5.6% | -2.6% | -4.8% |
| 3M | -25.9% | -9.4% | -16.5% | -21.6% |
| 6M | -30.9% | -3.0% | -28.0% | -30.2% |
| YTD | -3.7% | -0.4% | -3.3% | -4.4% |
| 1Y | -13.4% | -5.1% | -8.3% | -11.5% |
| 3Y | +44.2% | +4.2% | +40.0% | +41.2% |
| All | +29.1% | -5.7% | +34.7% | +31.6% |
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