+112.0%
CF vs UDR
-18.0%
+130.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -3.2% | +3.0% | -6.2% | -3.9% |
| 30D | +4.3% | +10.3% | -5.9% | +1.8% |
| 3M | +2.8% | -2.9% | +5.7% | +3.4% |
| 6M | +0.6% | +0.3% | +0.3% | +0.2% |
| YTD | +56.6% | +3.8% | +52.8% | +54.3% |
| 1Y | +49.6% | +12.7% | +36.9% | +43.9% |
| 3Y | +61.5% | +27.6% | +33.9% | +44.9% |
| All | +112.0% | -18.0% | +130.0% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling