+305.2%
CG vs UDR
+47.2%
+258.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.9% | -3.5% | -6.4% | -8.0% |
| 30D | -11.7% | -5.3% | -6.4% | -8.8% |
| 3M | -4.3% | -9.5% | +5.3% | +1.1% |
| 6M | -8.8% | -0.7% | -8.1% | -9.1% |
| YTD | -26.9% | -1.2% | -25.7% | -27.2% |
| 1Y | -35.4% | -5.7% | -29.7% | -34.0% |
| 3Y | +43.0% | +3.7% | +39.3% | +37.3% |
| 5Y | +1.9% | -18.9% | +20.8% | +12.3% |
| All | +305.2% | +47.2% | +258.0% | +287.2% |
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