+4,266.9%
CHRW vs UDR
+1,036.3%
+3,230.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | -2.0% | +0.6% | -0.7% |
| 30D | -3.5% | -5.2% | +1.7% | -1.7% |
| 3M | -19.4% | -5.8% | -13.6% | -17.7% |
| 6M | -21.4% | -1.7% | -19.7% | -20.9% |
| YTD | -7.1% | +2.4% | -9.5% | -7.9% |
| 1Y | +17.8% | -2.1% | +19.9% | +18.5% |
| 3Y | +78.8% | +4.2% | +74.6% | +74.4% |
| 5Y | +83.5% | -20.0% | +103.5% | +92.8% |
| 10Y | +160.2% | +44.6% | +115.6% | +111.0% |
| All | +4,266.9% | +1,036.3% | +3,230.6% | +1,376.1% |
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