+71.6%
CRH vs UDR
+3.3%
+68.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -3.5% | -2.6% | -4.7% |
| 30D | -9.3% | -5.3% | -4.0% | -7.2% |
| 3M | -15.2% | -9.5% | -5.7% | -11.7% |
| 6M | -14.2% | -0.7% | -13.6% | -14.2% |
| YTD | -28.3% | -1.2% | -27.1% | -28.1% |
| 1Y | -21.8% | -5.7% | -16.0% | -20.0% |
| 3Y | +71.6% | +3.7% | +67.9% | +83.2% |
| All | +71.6% | +3.3% | +68.3% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling