+8,060.4%
CI vs UDR
+2,926.3%
+5,134.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | +2.6% | +2.0% | +0.6% | +1.9% |
| 30D | +7.3% | +7.9% | -0.6% | +4.5% |
| 3M | +9.5% | -1.5% | +11.0% | +10.1% |
| 6M | +6.4% | +0.9% | +5.5% | +6.0% |
| YTD | +12.0% | +4.0% | +8.0% | +10.0% |
| 1Y | +20.1% | +10.4% | +9.7% | +15.4% |
| 3Y | +9.6% | +26.9% | -17.3% | -1.2% |
| 5Y | +52.7% | -19.4% | +72.1% | +59.3% |
| 10Y | +150.3% | +57.0% | +93.3% | +102.2% |
| All | +8,060.4% | +2,926.3% | +5,134.1% | +2,994.4% |
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