+269.4%
CDW vs UDR
+44.7%
+224.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.5% |
| 7D | -4.2% | -3.3% | -1.0% | -2.7% |
| 30D | +4.9% | -5.6% | +10.5% | +7.7% |
| 3M | +7.3% | -9.4% | +16.7% | +12.3% |
| 6M | +19.2% | -3.0% | +22.1% | +19.9% |
| YTD | +6.2% | -0.4% | +6.6% | +5.4% |
| 1Y | -14.0% | -5.1% | -8.9% | -12.8% |
| 3Y | -30.0% | +4.2% | -34.2% | -33.3% |
| 5Y | -23.6% | -19.5% | -4.1% | -18.0% |
| 10Y | +269.4% | +47.9% | +221.5% | +221.9% |
| All | +269.4% | +44.7% | +224.7% | +221.9% |
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