+55.4%
CG vs UDR
+4.7%
+50.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | -1.3% | -2.1% | +0.8% | -0.1% |
| 30D | -3.2% | -5.6% | +2.5% | 0.0% |
| 3M | +6.2% | -5.8% | +12.0% | +9.4% |
| 6M | -4.7% | -1.1% | -3.6% | -4.9% |
| YTD | -20.6% | +1.6% | -22.2% | -22.5% |
| 1Y | -26.4% | -2.7% | -23.7% | -26.2% |
| 3Y | +55.4% | +6.3% | +49.1% | +47.9% |
| All | +55.4% | +4.7% | +50.7% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling