+72.5%
CME vs UDR
-19.0%
+91.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.7% | +2.0% | -0.4% | +1.1% |
| 30D | +10.2% | +7.9% | +2.3% | +8.0% |
| 3M | +17.8% | -1.5% | +19.2% | +18.1% |
| 6M | +11.0% | +0.9% | +10.1% | +10.6% |
| YTD | +17.0% | +4.0% | +13.0% | +15.4% |
| 1Y | +15.8% | +10.4% | +5.4% | +12.4% |
| 3Y | +61.8% | +26.9% | +34.9% | +47.4% |
| 5Y | +72.5% | -19.4% | +91.9% | +87.4% |
| All | +72.5% | -19.0% | +91.5% | +87.4% |
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 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