+269.8%
CORZ vs UDR
+8.9%
+260.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.4% | +7.8% | +8.1% |
| 7D | +1.7% | +2.2% | -0.5% | +1.0% |
| 30D | -17.5% | +8.0% | -25.5% | -19.7% |
| 3M | -39.5% | -3.3% | -36.2% | -38.8% |
| 6M | -44.5% | +1.0% | -45.5% | -46.4% |
| YTD | -12.6% | +4.2% | -16.8% | -17.7% |
| 1Y | -37.0% | +10.8% | -47.8% | -43.8% |
| All | +269.8% | +8.9% | +260.8% | +199.2% |
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 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