+88.6%
CHRW vs UDR
-18.0%
+106.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +1.9% | -2.1% | +4.0% | +2.7% |
| 30D | +0.9% | -5.6% | +6.6% | +3.2% |
| 3M | -19.9% | -5.8% | -14.1% | -17.9% |
| 6M | -15.8% | -1.1% | -14.7% | -15.3% |
| YTD | -5.6% | +1.6% | -7.2% | -5.8% |
| 1Y | +21.0% | -2.7% | +23.7% | +22.4% |
| 3Y | +86.0% | +6.3% | +79.7% | +81.7% |
| 5Y | +88.6% | -19.3% | +108.0% | +96.4% |
| All | +88.6% | -18.0% | +106.6% | +96.4% |
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