+425.9%
CORZ vs UDR
+4.2%
+421.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.5% | -2.7% |
| 7D | +7.6% | -3.3% | +10.9% | +8.9% |
| 30D | -6.9% | -5.6% | -1.3% | -5.1% |
| 3M | -33.0% | -9.4% | -23.6% | -31.5% |
| 6M | +19.3% | -3.0% | +22.3% | +16.6% |
| YTD | +24.2% | -0.4% | +24.6% | +19.0% |
| 1Y | +24.5% | -5.1% | +29.6% | +23.4% |
| All | +425.9% | +4.2% | +421.7% | +332.6% |
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