+970.6%
CDW vs UDR
+137.5%
+833.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +13.1% | +2.0% | +11.0% | +12.2% |
| 30D | +19.1% | +7.9% | +11.2% | +15.2% |
| 3M | +24.7% | -1.5% | +26.2% | +25.6% |
| 6M | +63.4% | +0.9% | +62.5% | +62.1% |
| YTD | +26.3% | +4.0% | +22.3% | +23.1% |
| 1Y | +20.6% | +10.4% | +10.2% | +14.2% |
| 3Y | -16.3% | +26.9% | -43.2% | -26.9% |
| 5Y | -3.9% | -19.4% | +15.4% | +2.9% |
| 10Y | +331.5% | +57.0% | +274.5% | +249.6% |
| All | +970.6% | +137.5% | +833.1% | +684.7% |
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