+3,715.3%
CHRW vs UDR
+1,054.6%
+2,660.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +2.0% | -5.4% | -4.0% |
| 30D | -9.4% | +7.9% | -17.3% | -11.6% |
| 3M | -12.6% | -1.5% | -11.2% | -12.2% |
| 6M | -24.2% | +0.9% | -25.1% | -24.3% |
| YTD | -18.9% | +4.0% | -22.9% | -19.9% |
| 1Y | -13.7% | +10.4% | -24.1% | -16.5% |
| 3Y | +72.6% | +26.9% | +45.7% | +58.0% |
| 5Y | +55.6% | -19.4% | +74.9% | +63.1% |
| 10Y | +122.7% | +57.0% | +65.7% | +75.9% |
| All | +3,715.3% | +1,054.6% | +2,660.7% | +1,182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling