+394.2%
COR vs UDR
+47.3%
+346.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -4.8% | -3.4% | -1.4% | -3.8% |
| 30D | -3.7% | -5.4% | +1.7% | -2.0% |
| 3M | +14.3% | -10.0% | +24.3% | +18.0% |
| 6M | -8.5% | -2.5% | -5.9% | -8.0% |
| YTD | -4.4% | -1.1% | -3.3% | -4.5% |
| 1Y | +9.1% | -3.9% | +13.0% | +9.9% |
| 3Y | +85.2% | +3.4% | +81.8% | +78.7% |
| 5Y | +180.7% | -18.9% | +199.5% | +191.4% |
| All | +394.2% | +47.3% | +346.9% | +334.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling