+31.4%
CORZ vs UDR
-1.4%
+32.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +8.4% | -2.0% | +10.4% | +6.8% |
| 30D | -17.8% | -5.2% | -12.6% | -20.9% |
| 3M | -35.9% | -5.8% | -30.1% | -38.6% |
| 6M | +12.9% | -1.7% | +14.6% | +8.8% |
| YTD | +22.9% | +2.4% | +20.5% | +24.2% |
| 1Y | +31.4% | -2.1% | +33.5% | +29.0% |
| All | +31.4% | -1.4% | +32.8% | +29.0% |
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