+366.6%
CBRE vs UDR
+54.6%
+312.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | +3.3% | +7.8% | -4.5% | -2.1% |
| 3M | -12.4% | -2.8% | -9.6% | -10.6% |
| 6M | -5.4% | -1.4% | -3.9% | -4.6% |
| YTD | -17.2% | +3.4% | -20.6% | -19.7% |
| 1Y | -13.1% | +9.9% | -23.0% | -19.4% |
| 3Y | +81.6% | +28.5% | +53.1% | +49.3% |
| 5Y | +26.4% | -20.5% | +46.9% | +44.8% |
| All | +366.6% | +54.6% | +312.0% | +283.0% |
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