+178.3%
CHRW vs UDR
+47.2%
+131.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +3.5% | -3.5% | +6.9% | +4.5% |
| 30D | +4.6% | -5.3% | +9.9% | +6.2% |
| 3M | -19.7% | -9.5% | -10.2% | -17.3% |
| 6M | -12.4% | -0.7% | -11.8% | -12.2% |
| YTD | -3.9% | -1.2% | -2.7% | -3.4% |
| 1Y | +18.4% | -5.7% | +24.1% | +20.4% |
| 3Y | +88.8% | +3.7% | +85.1% | +86.5% |
| 5Y | +93.5% | -18.9% | +112.5% | +100.3% |
| All | +178.3% | +47.2% | +131.1% | +160.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling