+473.2%
CMS vs UDR
+2,930.5%
-2,457.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -0.9% | +2.2% | -3.1% | -1.5% |
| 30D | +7.1% | +8.0% | -1.0% | +4.8% |
| 3M | -1.3% | -3.3% | +2.0% | -0.4% |
| 6M | -2.7% | +1.0% | -3.7% | -3.0% |
| YTD | +2.6% | +4.2% | -1.5% | +1.2% |
| 1Y | -2.0% | +10.8% | -12.8% | -5.0% |
| 3Y | +39.6% | +30.1% | +9.5% | +28.9% |
| 5Y | +35.3% | -18.9% | +54.3% | +40.5% |
| 10Y | +132.3% | +53.4% | +78.9% | +104.2% |
| All | +473.2% | +2,930.5% | -2,457.3% | +255.5% |
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