+38.9%
CNH vs UDR
+146.4%
-107.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | -0.6% | +7.8% | -8.3% | -4.0% |
| 3M | +14.6% | -2.8% | +17.4% | +16.0% |
| 6M | +11.8% | -1.4% | +13.2% | +12.1% |
| YTD | +30.4% | +3.4% | +27.0% | +27.6% |
| 1Y | +19.1% | +9.9% | +9.2% | +13.2% |
| 3Y | +30.2% | +28.5% | +1.7% | +13.1% |
| 5Y | -17.8% | -20.5% | +2.7% | -12.1% |
| 10Y | +103.9% | +54.2% | +49.7% | +69.4% |
| All | +38.9% | +146.4% | -107.5% | +5.6% |
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