-6.8%
CBRE vs UDR
+14.9%
-21.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +1.9% |
| 7D | +14.1% | +7.2% | +6.8% | +9.5% |
| 30D | +9.0% | +10.5% | -1.4% | +2.7% |
| 3M | -6.6% | -2.3% | -4.3% | -5.5% |
| 6M | +0.8% | +4.0% | -3.2% | -1.7% |
| YTD | -12.2% | +5.6% | -17.8% | -13.5% |
| 1Y | -6.8% | +13.0% | -19.9% | -12.7% |
| All | -6.8% | +14.9% | -21.7% | -12.7% |
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