+14.8%
CNH vs UDR
+14.9%
-0.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.4% |
| 7D | +6.5% | +7.2% | -0.8% | +3.9% |
| 30D | -12.0% | +10.5% | -22.4% | -14.9% |
| 3M | +4.4% | -2.3% | +6.6% | +5.4% |
| 6M | +15.7% | +4.0% | +11.7% | +13.8% |
| YTD | +28.2% | +5.6% | +22.6% | +24.3% |
| 1Y | +14.8% | +13.0% | +1.7% | +9.3% |
| All | +14.8% | +14.9% | -0.1% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling