+503.2%
CMI vs UDR
+47.2%
+456.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -3.5% | +2.8% | +0.6% |
| 30D | -12.4% | -5.3% | -7.1% | -10.7% |
| 3M | -14.8% | -9.5% | -5.2% | -12.1% |
| 6M | +0.8% | -0.7% | +1.4% | +0.1% |
| YTD | +10.2% | -1.2% | +11.4% | +9.6% |
| 1Y | +37.4% | -5.7% | +43.2% | +38.8% |
| 3Y | +153.3% | +3.7% | +149.5% | +145.1% |
| 5Y | +167.6% | -18.9% | +186.5% | +179.8% |
| All | +503.2% | +47.2% | +456.0% | +438.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling