+281.1%
CG vs UDR
+131.9%
+149.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.6% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | +11.2% | +7.8% | +3.4% | +6.9% |
| 3M | -22.1% | -2.8% | -19.3% | -20.8% |
| 6M | -17.9% | -1.4% | -16.5% | -17.6% |
| YTD | -31.3% | +3.4% | -34.7% | -33.1% |
| 1Y | -24.0% | +9.9% | -33.8% | -28.5% |
| 3Y | +45.0% | +28.5% | +16.5% | +24.9% |
| 5Y | -22.6% | -20.5% | -2.1% | -14.5% |
| 10Y | +282.1% | +54.2% | +227.9% | +219.5% |
| All | +281.1% | +131.9% | +149.3% | +166.3% |
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