+3.5%
COR vs UDR
+14.9%
-11.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.0% |
| 7D | +9.1% | +7.2% | +1.9% | +7.2% |
| 30D | +12.4% | +10.5% | +2.0% | +9.5% |
| 3M | +15.8% | -2.3% | +18.1% | +16.0% |
| 6M | +17.1% | +4.0% | +13.1% | +15.8% |
| YTD | +5.4% | +5.6% | -0.2% | +4.3% |
| 1Y | +3.5% | +13.0% | -9.5% | -0.2% |
| All | +3.5% | +14.9% | -11.4% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling