+383.7%
CBRE vs UDR
+47.3%
+336.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | -7.2% | -3.4% | -3.8% | -4.9% |
| 30D | -6.4% | -5.4% | -1.0% | -2.6% |
| 3M | +2.9% | -10.0% | +12.9% | +10.8% |
| 6M | +2.5% | -2.5% | +5.1% | +3.9% |
| YTD | -14.2% | -1.1% | -13.1% | -14.0% |
| 1Y | -15.1% | -3.9% | -11.3% | -13.3% |
| 3Y | +61.9% | +3.4% | +58.4% | +55.6% |
| 5Y | +42.4% | -18.9% | +61.3% | +60.5% |
| All | +383.7% | +47.3% | +336.4% | +304.9% |
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