-7.3%
CMG vs UDR
-3.7%
-3.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -3.8% | -3.4% | -0.5% | -2.7% |
| 30D | +12.9% | -5.4% | +18.3% | +15.1% |
| 3M | +18.8% | -10.0% | +28.7% | +22.6% |
| 6M | +4.1% | -2.5% | +6.6% | +4.0% |
| YTD | -2.4% | -1.1% | -1.2% | -2.9% |
| All | -7.3% | -3.7% | -3.5% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling