+188.5%
CFG vs UDR
+4.7%
+183.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +2.7% | -2.1% | +4.7% | +4.0% |
| 30D | -3.7% | -5.6% | +1.9% | -0.2% |
| 3M | +9.5% | -5.8% | +15.3% | +13.4% |
| 6M | +22.2% | -1.1% | +23.4% | +22.4% |
| YTD | +22.3% | +1.6% | +20.7% | +19.9% |
| 1Y | +39.4% | -2.7% | +42.1% | +40.6% |
| 3Y | +188.5% | +6.3% | +182.2% | +168.5% |
| All | +188.5% | +4.7% | +183.8% | +168.5% |
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