+129.9%
CHRW vs UDR
+54.6%
+75.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +7.3% | -0.4% | +7.7% | +7.4% |
| 30D | -3.6% | +7.8% | -11.3% | -5.6% |
| 3M | -9.6% | -2.8% | -6.8% | -8.9% |
| 6M | -17.0% | -1.4% | -15.6% | -16.5% |
| YTD | -15.4% | +3.4% | -18.8% | -16.1% |
| 1Y | -10.0% | +9.9% | -19.9% | -12.2% |
| 3Y | +82.2% | +28.5% | +53.7% | +70.3% |
| 5Y | +59.4% | -20.5% | +79.9% | +65.3% |
| All | +129.9% | +54.6% | +75.3% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling