+19,269.7%
CMI vs UDR
+2,798.0%
+16,471.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +0.7% | -3.3% | +4.0% | +2.1% |
| 30D | -12.3% | -5.6% | -6.6% | -10.2% |
| 3M | -16.8% | -9.4% | -7.4% | -13.7% |
| 6M | +1.5% | -3.0% | +4.5% | +1.9% |
| YTD | +9.8% | -0.4% | +10.2% | +8.9% |
| 1Y | +42.6% | -5.1% | +47.7% | +43.8% |
| 3Y | +151.0% | +4.2% | +146.8% | +140.9% |
| 5Y | +167.0% | -19.5% | +186.5% | +181.6% |
| 10Y | +512.2% | +47.9% | +464.3% | +365.7% |
| All | +19,269.7% | +2,798.0% | +16,471.7% | +6,279.2% |
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