+271.0%
CG vs UDR
+53.3%
+217.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.6% |
| 7D | -1.5% | -2.4% | +0.9% | -0.1% |
| 30D | +5.7% | +6.7% | -1.0% | +1.9% |
| 3M | -17.9% | -1.8% | -16.1% | -16.9% |
| 6M | -20.2% | -1.8% | -18.4% | -19.7% |
| YTD | -32.0% | +2.5% | -34.5% | -33.7% |
| 1Y | -27.0% | +7.9% | -34.9% | -31.0% |
| 3Y | +42.8% | +25.1% | +17.7% | +22.8% |
| 5Y | -23.4% | -21.2% | -2.3% | -14.4% |
| All | +271.0% | +53.3% | +217.7% | +254.2% |
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