+140.2%
CMS vs UDR
+54.6%
+85.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | +6.2% | +7.8% | -1.6% | +2.5% |
| 3M | +0.6% | -2.8% | +3.4% | +1.8% |
| 6M | -1.8% | -1.4% | -0.3% | -1.3% |
| YTD | +3.8% | +3.4% | +0.4% | +1.5% |
| 1Y | -1.8% | +9.9% | -11.6% | -6.7% |
| 3Y | +39.8% | +28.5% | +11.3% | +20.8% |
| 5Y | +37.1% | -20.5% | +57.6% | +46.9% |
| All | +140.2% | +54.6% | +85.5% | +81.8% |
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