+7,654.3%
CME vs UDR
+592.3%
+7,062.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +2.7% | -2.4% | +5.1% | +3.9% |
| 30D | +13.5% | +6.7% | +6.8% | +9.9% |
| 3M | +20.9% | -1.8% | +22.7% | +21.8% |
| 6M | +11.5% | -1.8% | +13.3% | +12.1% |
| YTD | +19.5% | +2.5% | +17.0% | +16.9% |
| 1Y | +17.2% | +7.9% | +9.3% | +11.8% |
| 3Y | +65.1% | +25.1% | +40.1% | +42.1% |
| 5Y | +73.1% | -21.2% | +94.3% | +83.2% |
| 10Y | +305.3% | +52.9% | +252.4% | +193.7% |
| All | +7,654.3% | +592.3% | +7,062.0% | +2,286.9% |
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