+322.1%
CORZ vs UDR
+8.1%
+314.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +23.5% | -0.4% | +23.9% | +23.6% |
| 30D | +7.5% | +7.8% | -0.3% | +4.5% |
| 3M | -26.6% | -2.8% | -23.8% | -26.0% |
| 6M | -39.5% | -1.4% | -38.1% | -40.9% |
| YTD | -0.3% | +3.4% | -3.7% | -5.9% |
| 1Y | -4.2% | +9.9% | -14.1% | -14.3% |
| All | +322.1% | +8.1% | +314.0% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling