+246.7%
CB vs UDR
+53.1%
+193.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | +2.0% | -1.3% | -0.2% |
| 30D | +8.2% | +7.9% | +0.3% | +4.4% |
| 3M | +6.3% | -1.5% | +7.8% | +6.9% |
| 6M | +16.2% | +0.9% | +15.3% | +15.4% |
| YTD | +19.3% | +4.0% | +15.3% | +16.3% |
| 1Y | +29.2% | +10.4% | +18.8% | +22.4% |
| 3Y | +71.4% | +26.9% | +44.5% | +48.6% |
| 5Y | +104.2% | -19.4% | +123.6% | +118.3% |
| 10Y | +246.7% | +57.0% | +189.6% | +182.0% |
| All | +246.7% | +53.1% | +193.5% | +182.0% |
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