+299.6%
CG vs UDR
+133.3%
+166.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +2.0% | +2.0% | -0.1% | +0.9% |
| 30D | +8.5% | +7.9% | +0.6% | +4.2% |
| 3M | -12.1% | -1.5% | -10.7% | -11.3% |
| 6M | -16.4% | +0.9% | -17.3% | -17.2% |
| YTD | -28.0% | +4.0% | -32.0% | -30.1% |
| 1Y | -18.9% | +10.4% | -29.3% | -23.9% |
| 3Y | +51.2% | +26.9% | +24.3% | +31.1% |
| 5Y | -15.9% | -19.4% | +3.5% | -7.6% |
| 10Y | +305.9% | +57.0% | +248.9% | +236.7% |
| All | +299.6% | +133.3% | +166.4% | +178.2% |
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 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