+326.8%
CFG vs UDR
+107.5%
+219.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +0.7% | +2.0% | -1.3% | -0.6% |
| 30D | +2.8% | +7.9% | -5.1% | -2.2% |
| 3M | -10.1% | -1.5% | -8.6% | -9.5% |
| 6M | +3.2% | +0.9% | +2.3% | +2.1% |
| YTD | +14.2% | +4.0% | +10.2% | +10.2% |
| 1Y | +27.4% | +10.4% | +17.0% | +18.2% |
| 3Y | +187.6% | +26.9% | +160.7% | +141.4% |
| 5Y | +65.7% | -19.4% | +85.1% | +83.2% |
| 10Y | +219.7% | +57.0% | +162.7% | +170.7% |
| All | +326.8% | +107.5% | +219.4% | +238.8% |
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