+465.5%
CMS vs UDR
+2,919.7%
-2,454.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.8% |
| 7D | -1.3% | +3.0% | -4.3% | -2.1% |
| 30D | +6.3% | +10.3% | -3.9% | +3.5% |
| 3M | -2.1% | -2.9% | +0.9% | -1.3% |
| 6M | -5.1% | +0.3% | -5.4% | -5.3% |
| YTD | +1.3% | +3.8% | -2.5% | -0.1% |
| 1Y | -1.4% | +12.7% | -14.1% | -4.8% |
| 3Y | +36.9% | +27.6% | +9.4% | +27.1% |
| 5Y | +32.5% | -18.6% | +51.1% | +37.5% |
| 10Y | +126.8% | +52.4% | +74.3% | +99.6% |
| All | +465.5% | +2,919.7% | -2,454.2% | +251.1% |
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