+6,646.7%
CB vs UDR
+1,423.6%
+5,223.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -2.0% | +2.5% | +1.3% |
| 30D | -3.1% | -5.2% | +2.1% | -1.1% |
| 3M | +9.0% | -5.8% | +14.7% | +11.4% |
| 6M | +2.9% | -1.7% | +4.5% | +3.3% |
| YTD | +10.1% | +2.4% | +7.7% | +8.6% |
| 1Y | +22.8% | -2.1% | +24.9% | +23.0% |
| 3Y | +73.8% | +4.2% | +69.6% | +67.4% |
| 5Y | +99.2% | -20.0% | +119.2% | +109.0% |
| 10Y | +218.2% | +44.6% | +173.6% | +161.9% |
| All | +6,646.7% | +1,423.6% | +5,223.1% | +2,471.4% |
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