+28.0%
CB vs UDR
+9.0%
+19.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | +7.3% | +7.8% | -0.5% | +5.1% |
| 3M | +9.4% | -2.8% | +12.2% | +10.2% |
| 6M | +19.6% | -1.4% | +21.1% | +20.7% |
| YTD | +21.5% | +3.4% | +18.1% | +20.5% |
| 1Y | +28.0% | +9.9% | +18.1% | +25.5% |
| All | +28.0% | +9.0% | +19.0% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling