-45.9%
CHTR vs UDR
+47.2%
-93.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -3.5% | -0.6% | -2.8% |
| 30D | -3.0% | -5.3% | +2.3% | -0.9% |
| 3M | +4.8% | -9.5% | +14.3% | +8.8% |
| 6M | -35.0% | -0.7% | -34.4% | -35.0% |
| YTD | -30.2% | -1.2% | -29.0% | -30.0% |
| 1Y | -44.8% | -5.7% | -39.0% | -43.8% |
| 3Y | -66.6% | +3.7% | -70.3% | -67.2% |
| 5Y | -81.5% | -18.9% | -62.5% | -80.6% |
| All | -45.9% | +47.2% | -93.1% | -50.5% |
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