+580.6%
CF vs UDR
+43.5%
+537.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +6.0% | -2.0% | +8.0% | +6.8% |
| 30D | +14.8% | -5.2% | +20.0% | +17.2% |
| 3M | +14.1% | -5.8% | +19.8% | +16.5% |
| 6M | +28.5% | -1.7% | +30.2% | +28.4% |
| YTD | +74.9% | +2.4% | +72.6% | +71.7% |
| 1Y | +61.7% | -2.1% | +63.8% | +61.4% |
| 3Y | +80.3% | +4.2% | +76.1% | +70.7% |
| 5Y | +226.0% | -20.0% | +246.0% | +242.9% |
| All | +580.6% | +43.5% | +537.2% | +485.6% |
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