+18,429.3%
COR vs UDR
+1,343.8%
+17,085.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +2.9% | -2.4% | +5.2% | +3.5% |
| 30D | +5.8% | +6.7% | -0.8% | +4.2% |
| 3M | +11.4% | -1.8% | +13.2% | +11.9% |
| 6M | +34.5% | -1.8% | +36.2% | +34.9% |
| YTD | +4.1% | +2.5% | +1.5% | +3.1% |
| 1Y | -3.1% | +7.9% | -11.0% | -5.2% |
| 3Y | +80.9% | +25.1% | +55.8% | +68.6% |
| 5Y | +195.1% | -21.2% | +216.3% | +204.8% |
| 10Y | +492.7% | +52.9% | +439.8% | +412.9% |
| All | +18,429.3% | +1,343.8% | +17,085.5% | +7,442.4% |
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