+55.6%
CHRW vs UDR
-19.0%
+74.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -3.4% | +2.0% | -5.4% | -4.1% |
| 30D | -9.4% | +7.9% | -17.3% | -11.9% |
| 3M | -12.6% | -1.5% | -11.2% | -12.2% |
| 6M | -24.2% | +0.9% | -25.1% | -24.2% |
| YTD | -18.9% | +4.0% | -22.9% | -19.8% |
| 1Y | -13.7% | +10.4% | -24.1% | -16.5% |
| 3Y | +72.6% | +26.9% | +45.7% | +58.2% |
| 5Y | +55.6% | -19.4% | +74.9% | +61.7% |
| All | +55.6% | -19.0% | +74.6% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling