+45.7%
CNH vs UDR
+147.3%
-101.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +6.7% | -1.8% | +8.4% | +7.5% |
| 30D | +7.2% | +7.9% | -0.7% | +3.5% |
| 3M | +17.5% | -0.8% | +18.3% | +17.7% |
| 6M | +15.0% | 0.0% | +15.0% | +14.5% |
| YTD | +36.8% | +3.7% | +33.0% | +33.6% |
| 1Y | +27.6% | +8.5% | +19.1% | +22.0% |
| 3Y | +34.3% | +26.6% | +7.8% | +17.6% |
| 5Y | -12.2% | -20.2% | +8.0% | -6.3% |
| 10Y | +113.9% | +54.7% | +59.1% | +77.3% |
| All | +45.7% | +147.3% | -101.6% | +10.6% |
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