+65.3%
CF vs UDR
+27.7%
+37.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +10.4% | -1.8% | +12.1% | +10.5% |
| 30D | +7.6% | +7.9% | -0.4% | +6.7% |
| 3M | +5.2% | -0.8% | +5.9% | +5.2% |
| 6M | -0.1% | 0.0% | -0.1% | -0.2% |
| YTD | +61.7% | +3.7% | +57.9% | +61.1% |
| 1Y | +50.3% | +8.5% | +41.8% | +48.6% |
| All | +65.3% | +27.7% | +37.6% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling