+86.5%
COR vs UDR
+4.1%
+82.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.2% |
| 7D | -3.9% | -3.3% | -0.6% | -3.5% |
| 30D | -0.3% | -5.6% | +5.3% | +0.4% |
| 3M | +15.9% | -9.4% | +25.3% | +17.3% |
| 6M | -10.3% | -3.0% | -7.3% | -9.9% |
| YTD | -3.7% | -0.4% | -3.3% | -3.6% |
| 1Y | +9.1% | -5.1% | +14.2% | +9.6% |
| All | +86.5% | +4.1% | +82.4% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling