+5,583.4%
CF vs UDR
+288.9%
+5,294.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.8% |
| 7D | +5.4% | -2.4% | +7.7% | +6.3% |
| 30D | +6.5% | +6.7% | -0.1% | +3.6% |
| 3M | +4.6% | -1.8% | +6.4% | +5.0% |
| 6M | -3.3% | -1.8% | -1.5% | -3.2% |
| YTD | +63.9% | +2.5% | +61.4% | +60.4% |
| 1Y | +50.4% | +7.9% | +42.5% | +44.1% |
| 3Y | +68.2% | +25.1% | +43.2% | +48.6% |
| 5Y | +113.8% | -21.2% | +135.0% | +123.9% |
| 10Y | +479.3% | +52.9% | +426.4% | +353.5% |
| All | +5,583.4% | +288.9% | +5,294.5% | +2,436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling