+10,004.6%
CHD vs UDR
+2,798.0%
+7,206.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | -4.2% | -3.3% | -0.9% | -3.6% |
| 30D | -7.6% | -5.6% | -1.9% | -6.6% |
| 3M | -1.6% | -9.4% | +7.8% | +0.2% |
| 6M | -6.3% | -3.0% | -3.4% | -5.8% |
| YTD | +14.6% | -0.4% | +15.0% | +14.6% |
| 1Y | +1.6% | -5.1% | +6.7% | +2.5% |
| 3Y | +3.1% | +4.2% | -1.1% | +1.6% |
| 5Y | +21.1% | -19.5% | +40.6% | +24.1% |
| 10Y | +128.6% | +47.9% | +80.7% | +105.8% |
| All | +10,004.6% | +2,798.0% | +7,206.6% | +4,841.7% |
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