+34.8%
CF vs UDR
+14.9%
+19.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -4.2% |
| 7D | -6.9% | +7.2% | -14.1% | -6.7% |
| 30D | -3.7% | +10.5% | -14.2% | -3.5% |
| 3M | -5.0% | -2.3% | -2.7% | -4.7% |
| 6M | -10.5% | +4.0% | -14.5% | -9.9% |
| YTD | +46.5% | +5.6% | +40.9% | +49.2% |
| 1Y | +34.8% | +13.0% | +21.8% | +31.7% |
| All | +34.8% | +14.9% | +19.9% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling