+154.0%
CNH vs UDR
+47.2%
+106.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.7% | -3.5% | -2.2% | -4.0% |
| 30D | +26.6% | -5.3% | +31.9% | +30.0% |
| 3M | +31.1% | -9.5% | +40.6% | +37.5% |
| 6M | +24.9% | -0.7% | +25.5% | +24.7% |
| YTD | +48.7% | -1.2% | +49.9% | +48.6% |
| 1Y | +22.2% | -5.7% | +27.9% | +24.8% |
| 3Y | +7.4% | +3.7% | +3.7% | +2.7% |
| 5Y | +10.8% | -18.9% | +29.8% | +17.9% |
| All | +154.0% | +47.2% | +106.8% | +116.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling