+49.2%
CF vs UDR
+10.1%
+39.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.8% | +2.0% | +2.7% | +4.9% |
| 30D | +9.7% | +7.9% | +1.8% | +10.1% |
| 3M | +1.2% | -1.5% | +2.7% | +1.4% |
| 6M | +7.4% | +0.9% | +6.5% | +8.0% |
| YTD | +60.5% | +4.0% | +56.5% | +64.6% |
| All | +49.2% | +10.1% | +39.2% | +51.1% |
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 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