+6,781.2%
CME vs UDR
+591.3%
+6,189.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -0.6% |
| 30D | +6.2% | -5.2% | +11.4% | +9.0% |
| 3M | +10.4% | -5.8% | +16.2% | +13.4% |
| 6M | -9.5% | -1.7% | -7.8% | -9.2% |
| YTD | +6.0% | +2.4% | +3.6% | +3.9% |
| 1Y | +9.3% | -2.1% | +11.4% | +9.2% |
| 3Y | +57.7% | +4.2% | +53.4% | +48.2% |
| 5Y | +77.7% | -20.0% | +97.7% | +86.4% |
| 10Y | +281.2% | +44.6% | +236.6% | +183.3% |
| All | +6,781.2% | +591.3% | +6,189.9% | +2,021.5% |
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