+141.0%
CI vs UDR
+44.7%
+96.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.7% |
| 7D | -1.1% | -3.3% | +2.1% | +0.2% |
| 30D | +0.5% | -5.6% | +6.1% | +2.9% |
| 3M | -5.2% | -9.4% | +4.2% | -1.4% |
| 6M | +4.3% | -3.0% | +7.3% | +5.3% |
| YTD | +2.8% | -0.4% | +3.2% | +2.4% |
| 1Y | -5.8% | -5.1% | -0.7% | -4.3% |
| 3Y | +4.7% | +4.2% | +0.5% | +0.2% |
| 5Y | +42.7% | -19.5% | +62.2% | +51.0% |
| 10Y | +141.0% | +47.9% | +93.1% | +109.8% |
| All | +141.0% | +44.7% | +96.3% | +109.8% |
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 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