-11.1%
CHRW vs UDR
+14.9%
-26.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.3% | -1.7% |
| 7D | +4.9% | +7.2% | -2.3% | +1.0% |
| 30D | -4.8% | +10.5% | -15.3% | -9.5% |
| 3M | -13.1% | -2.3% | -10.9% | -11.8% |
| 6M | -16.3% | +4.0% | -20.3% | -16.5% |
| YTD | -15.8% | +5.6% | -21.4% | -12.7% |
| 1Y | -11.1% | +13.0% | -24.2% | -11.3% |
| All | -11.1% | +14.9% | -26.1% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling