+362.4%
CFG vs UDR
+104.2%
+258.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -2.0% | +3.5% | +2.8% |
| 30D | -3.8% | -5.2% | +1.4% | -0.6% |
| 3M | +11.5% | -5.8% | +17.3% | +15.5% |
| 6M | +19.2% | -1.7% | +20.9% | +19.8% |
| YTD | +23.7% | +2.4% | +21.3% | +20.8% |
| 1Y | +38.8% | -2.1% | +41.0% | +39.3% |
| 3Y | +178.9% | +4.2% | +174.7% | +166.4% |
| 5Y | +101.8% | -20.0% | +121.8% | +124.0% |
| 10Y | +317.3% | +44.6% | +272.6% | +261.3% |
| All | +362.4% | +104.2% | +258.2% | +271.3% |
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