+316.4%
CFG vs UDR
+107.0%
+209.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.2% |
| 7D | -0.9% | +3.0% | -3.9% | -2.7% |
| 30D | +1.1% | +10.3% | -9.2% | -5.2% |
| 3M | -12.0% | -2.9% | -9.1% | -10.5% |
| 6M | -2.2% | +0.3% | -2.6% | -2.9% |
| YTD | +11.4% | +3.8% | +7.6% | +7.7% |
| 1Y | +27.8% | +12.7% | +15.1% | +17.0% |
| 3Y | +173.3% | +27.6% | +145.7% | +128.5% |
| 5Y | +62.4% | -18.6% | +81.0% | +78.5% |
| 10Y | +249.6% | +52.4% | +197.2% | +197.6% |
| All | +316.4% | +107.0% | +209.4% | +231.0% |
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