+132.3%
CMS vs UDR
+54.2%
+78.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -0.9% | +2.2% | -3.1% | -1.9% |
| 30D | +7.1% | +8.0% | -1.0% | +3.3% |
| 3M | -1.3% | -3.3% | +2.0% | +0.1% |
| 6M | -2.7% | +1.0% | -3.7% | -3.4% |
| YTD | +2.6% | +4.2% | -1.5% | 0.0% |
| 1Y | -2.0% | +10.8% | -12.8% | -7.3% |
| 3Y | +39.6% | +30.1% | +9.5% | +19.9% |
| 5Y | +35.3% | -18.9% | +54.3% | +43.6% |
| 10Y | +132.3% | +53.4% | +78.9% | +74.9% |
| All | +132.3% | +54.2% | +78.2% | +74.9% |
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