+68.0%
CNH vs UDR
+144.0%
-76.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +23.3% | -2.0% | +25.3% | +24.4% |
| 30D | +33.5% | -5.2% | +38.7% | +36.7% |
| 3M | +32.7% | -5.8% | +38.5% | +36.1% |
| 6M | +22.2% | -1.7% | +23.9% | +22.7% |
| YTD | +57.7% | +2.4% | +55.3% | +55.2% |
| 1Y | +28.0% | -2.1% | +30.1% | +28.2% |
| 3Y | +11.5% | +4.2% | +7.3% | +7.0% |
| 5Y | +11.9% | -20.0% | +31.9% | +19.3% |
| 10Y | +162.8% | +44.6% | +118.1% | +121.7% |
| All | +68.0% | +144.0% | -76.0% | +28.4% |
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