+467.4%
CF vs UDR
+57.1%
+410.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.8% | +2.0% | +2.7% | +3.8% |
| 30D | +9.7% | +7.9% | +1.8% | +6.2% |
| 3M | +1.2% | -1.5% | +2.7% | +1.5% |
| 6M | +7.4% | +0.9% | +6.5% | +6.3% |
| YTD | +60.5% | +4.0% | +56.5% | +56.1% |
| 1Y | +50.7% | +10.4% | +40.4% | +42.7% |
| 3Y | +64.8% | +26.9% | +37.9% | +41.9% |
| 5Y | +115.8% | -19.4% | +135.2% | +126.4% |
| All | +467.4% | +57.1% | +410.3% | +374.5% |
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