+206.6%
CFG vs UDR
+53.3%
+153.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | 0.0% |
| 7D | +1.6% | -2.4% | +4.0% | +3.4% |
| 30D | +3.3% | +6.7% | -3.4% | -1.4% |
| 3M | -11.5% | -1.8% | -9.8% | -10.7% |
| 6M | +6.2% | -1.8% | +8.0% | +6.9% |
| YTD | +14.3% | +2.5% | +11.7% | +10.9% |
| 1Y | +26.7% | +7.9% | +18.8% | +18.4% |
| 3Y | +187.8% | +25.1% | +162.7% | +137.8% |
| 5Y | +61.3% | -21.2% | +82.5% | +83.1% |
| All | +206.6% | +53.3% | +153.3% | +177.7% |
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