+247.9%
CB vs UDR
+53.3%
+194.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | 0.0% | -2.4% | +2.4% | +1.1% |
| 30D | +7.4% | +6.7% | +0.7% | +4.2% |
| 3M | +8.6% | -1.8% | +10.4% | +9.4% |
| 6M | +16.1% | -1.8% | +17.9% | +16.8% |
| YTD | +20.2% | +2.5% | +17.7% | +17.9% |
| 1Y | +27.2% | +7.9% | +19.3% | +21.8% |
| 3Y | +72.7% | +25.1% | +47.6% | +50.6% |
| 5Y | +105.9% | -21.2% | +127.1% | +122.7% |
| All | +247.9% | +53.3% | +194.6% | +185.0% |
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