+177.7%
CHRW vs UDR
+47.3%
+130.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +4.4% | -3.4% | +7.7% | +5.4% |
| 30D | +5.5% | -5.4% | +10.9% | +7.1% |
| 3M | -17.3% | -10.0% | -7.3% | -14.7% |
| 6M | -12.7% | -2.5% | -10.1% | -12.0% |
| YTD | -4.1% | -1.1% | -3.0% | -3.7% |
| 1Y | +21.2% | -3.9% | +25.1% | +22.6% |
| 3Y | +88.9% | +3.4% | +85.5% | +86.7% |
| 5Y | +93.1% | -18.9% | +112.0% | +99.8% |
| All | +177.7% | +47.3% | +130.4% | +159.6% |
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