+305.8%
CME vs UDR
+56.7%
+249.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.5% | -1.8% | +4.2% | +3.2% |
| 30D | +13.9% | +7.9% | +6.0% | +10.4% |
| 3M | +22.4% | -0.8% | +23.2% | +22.7% |
| 6M | +12.9% | 0.0% | +12.9% | +12.6% |
| YTD | +19.6% | +3.7% | +15.9% | +16.9% |
| 1Y | +17.7% | +8.5% | +9.1% | +12.8% |
| 3Y | +65.3% | +26.6% | +38.8% | +43.5% |
| 5Y | +75.1% | -20.2% | +95.3% | +86.6% |
| 10Y | +305.8% | +54.7% | +251.0% | +250.8% |
| All | +305.8% | +56.7% | +249.1% | +250.8% |
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