+298.9%
CDW vs UDR
+54.6%
+244.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | +9.3% | -0.4% | +9.7% | +9.5% |
| 30D | +14.4% | +7.8% | +6.6% | +10.5% |
| 3M | +21.4% | -2.8% | +24.2% | +23.1% |
| 6M | +72.8% | -1.4% | +74.2% | +73.4% |
| YTD | +28.0% | +3.4% | +24.6% | +24.9% |
| 1Y | +19.3% | +9.9% | +9.5% | +12.9% |
| 3Y | -15.3% | +28.5% | -43.8% | -27.2% |
| 5Y | -3.8% | -20.5% | +16.7% | +4.3% |
| All | +298.9% | +54.6% | +244.2% | +261.0% |
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