-21.8%
CRH vs UDR
-3.8%
-18.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -3.5% | -2.6% | -4.9% |
| 30D | -9.3% | -5.3% | -4.0% | -7.5% |
| 3M | -15.2% | -9.5% | -5.7% | -12.2% |
| 6M | -14.2% | -0.7% | -13.6% | -13.9% |
| YTD | -28.3% | -1.2% | -27.1% | -27.1% |
| 1Y | -21.8% | -5.7% | -16.0% | -15.0% |
| All | -21.8% | -3.8% | -18.0% | -15.0% |
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