+7.8%
CNH vs UDR
+4.7%
+3.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -5.2% |
| 7D | +8.8% | -2.1% | +10.9% | +9.8% |
| 30D | +24.7% | -5.6% | +30.3% | +27.8% |
| 3M | +27.3% | -5.8% | +33.1% | +30.4% |
| 6M | +23.2% | -1.1% | +24.3% | +23.3% |
| YTD | +48.9% | +1.6% | +47.3% | +47.0% |
| 1Y | +19.4% | -2.7% | +22.1% | +20.1% |
| 3Y | +7.8% | +6.3% | +1.5% | +3.1% |
| All | +7.8% | +4.7% | +3.1% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling