+115.6%
CRBG vs UDR
-7.3%
+123.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.6% | -3.5% | +4.0% | +2.3% |
| 30D | +2.6% | -5.3% | +7.9% | +5.3% |
| 3M | +24.0% | -9.5% | +33.5% | +29.6% |
| 6M | +50.5% | -0.7% | +51.2% | +49.6% |
| YTD | +17.1% | -1.2% | +18.3% | +16.9% |
| 1Y | +5.9% | -5.7% | +11.6% | +8.1% |
| 3Y | +122.7% | +3.7% | +119.0% | +119.3% |
| All | +115.6% | -7.3% | +123.0% | +116.5% |
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