+150.9%
CI vs UDR
+56.7%
+94.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.3% | -1.8% | +0.5% | -0.5% |
| 30D | +6.4% | +7.9% | -1.5% | +3.1% |
| 3M | +10.7% | -0.8% | +11.5% | +11.0% |
| 6M | +5.5% | 0.0% | +5.5% | +5.3% |
| YTD | +11.4% | +3.7% | +7.6% | +9.0% |
| 1Y | +15.0% | +8.5% | +6.5% | +10.4% |
| 3Y | +9.0% | +26.6% | -17.6% | -4.3% |
| 5Y | +52.0% | -20.2% | +72.2% | +62.5% |
| 10Y | +150.9% | +54.7% | +96.2% | +111.1% |
| All | +150.9% | +56.7% | +94.2% | +111.1% |
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 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