-14.6%
CRH vs UDR
-1.4%
-13.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.7% | -2.0% | +0.3% | -1.0% |
| 30D | -5.4% | -5.2% | -0.2% | -3.7% |
| 3M | -11.2% | -5.8% | -5.4% | -9.4% |
| 6M | -15.8% | -1.7% | -14.1% | -15.6% |
| YTD | -23.6% | +2.4% | -26.0% | -23.5% |
| 1Y | -14.6% | -2.1% | -12.5% | -9.6% |
| All | -14.6% | -1.4% | -13.2% | -9.6% |
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 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