-82.3%
CHTR vs UDR
-20.1%
-62.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.3% |
| 7D | -7.1% | -3.4% | -3.8% | -5.5% |
| 30D | -10.9% | -5.4% | -5.4% | -8.3% |
| 3M | +2.0% | -10.0% | +12.0% | +7.4% |
| 6M | -35.9% | -2.5% | -33.4% | -35.3% |
| YTD | -32.7% | -1.1% | -31.5% | -32.6% |
| 1Y | -46.6% | -3.9% | -42.7% | -45.8% |
| 3Y | -66.7% | +3.4% | -70.2% | -67.9% |
| All | -82.3% | -20.1% | -62.2% | -81.8% |
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