+364.6%
CBRE vs UDR
+53.3%
+311.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.7% |
| 7D | -2.8% | -2.4% | -0.4% | -1.1% |
| 30D | +2.2% | +6.7% | -4.5% | -2.4% |
| 3M | -10.1% | -1.8% | -8.3% | -8.9% |
| 6M | -8.0% | -1.8% | -6.2% | -7.0% |
| YTD | -17.6% | +2.5% | -20.1% | -19.5% |
| 1Y | -14.7% | +7.9% | -22.6% | -19.9% |
| 3Y | +80.4% | +25.1% | +55.3% | +51.2% |
| 5Y | +25.9% | -21.2% | +47.1% | +45.1% |
| All | +364.6% | +53.3% | +311.2% | +283.7% |
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 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