+2,066.9%
CBRE vs UDR
+399.4%
+1,667.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.4% |
| 7D | -2.8% | -2.4% | -0.4% | -0.6% |
| 30D | +2.2% | +6.7% | -4.5% | -3.9% |
| 3M | -10.1% | -1.8% | -8.3% | -8.6% |
| 6M | -8.0% | -1.8% | -6.2% | -6.9% |
| YTD | -17.6% | +2.5% | -20.1% | -20.5% |
| 1Y | -14.7% | +7.9% | -22.6% | -21.7% |
| 3Y | +80.4% | +25.1% | +55.3% | +41.2% |
| 5Y | +25.9% | -21.2% | +47.1% | +48.1% |
| 10Y | +379.5% | +52.9% | +326.6% | +167.5% |
| All | +2,066.9% | +399.4% | +1,667.5% | +369.3% |
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