+892.4%
CDW vs UDR
+137.0%
+755.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | +2.1% | +3.0% | -0.9% | +0.9% |
| 30D | +14.7% | +10.3% | +4.5% | +9.9% |
| 3M | +11.1% | -2.9% | +14.0% | +12.6% |
| 6M | +45.6% | +0.3% | +45.3% | +44.9% |
| YTD | +17.1% | +3.8% | +13.3% | +14.2% |
| 1Y | +13.2% | +12.7% | +0.4% | +6.1% |
| 3Y | -22.2% | +27.6% | -49.8% | -32.3% |
| 5Y | -10.1% | -18.6% | +8.5% | -4.1% |
| 10Y | +307.0% | +52.4% | +254.6% | +233.0% |
| All | +892.4% | +137.0% | +755.5% | +628.1% |
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