+2,317.2%
CBRE vs UDR
+398.6%
+1,918.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -0.1% |
| 30D | -2.2% | -5.2% | +3.0% | +2.9% |
| 3M | +12.9% | -5.8% | +18.7% | +19.0% |
| 6M | +4.3% | -1.7% | +6.0% | +5.1% |
| YTD | -8.0% | +2.4% | -10.4% | -11.1% |
| 1Y | -8.6% | -2.1% | -6.4% | -8.0% |
| 3Y | +71.9% | +4.2% | +67.7% | +59.5% |
| 5Y | +50.0% | -20.0% | +70.0% | +73.7% |
| 10Y | +390.1% | +44.6% | +345.4% | +187.9% |
| All | +2,317.2% | +398.6% | +1,918.5% | +424.8% |
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