+4,100.0%
CMG vs UDR
+256.2%
+3,843.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.5% | -2.1% | +0.6% | -0.7% |
| 30D | +12.7% | -5.6% | +18.3% | +15.0% |
| 3M | +26.3% | -5.8% | +32.1% | +28.7% |
| 6M | +4.5% | -1.1% | +5.6% | +4.5% |
| YTD | -0.1% | +1.6% | -1.7% | -1.1% |
| 1Y | -6.8% | -2.7% | -4.1% | -6.3% |
| 3Y | -5.0% | +6.3% | -11.3% | -8.6% |
| 5Y | -3.0% | -19.3% | +16.3% | +2.1% |
| 10Y | +323.6% | +46.0% | +277.6% | +243.8% |
| All | +4,100.0% | +256.2% | +3,843.8% | +2,051.3% |
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