+459.7%
CMS vs UDR
+2,878.3%
-2,418.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | -2.0% | +2.4% | +0.9% |
| 30D | -3.6% | -5.2% | +1.6% | -2.2% |
| 3M | -1.9% | -5.8% | +3.9% | -0.4% |
| 6M | -11.0% | -1.7% | -9.3% | -10.7% |
| YTD | +0.2% | +2.4% | -2.2% | -0.7% |
| 1Y | -1.3% | -2.1% | +0.8% | -1.1% |
| 3Y | +35.9% | +4.2% | +31.7% | +33.1% |
| 5Y | +23.1% | -20.0% | +43.1% | +28.3% |
| 10Y | +117.9% | +44.6% | +73.3% | +94.2% |
| All | +459.7% | +2,878.3% | -2,418.6% | +248.8% |
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 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