+240.5%
CRL vs UDR
+47.3%
+193.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -6.9% | -3.4% | -3.6% | -5.2% |
| 30D | -3.2% | -5.4% | +2.2% | -0.4% |
| 3M | +46.5% | -10.0% | +56.5% | +54.4% |
| 6M | +63.1% | -2.5% | +65.7% | +64.1% |
| YTD | +36.9% | -1.1% | +38.0% | +36.2% |
| 1Y | +78.1% | -3.9% | +82.0% | +80.0% |
| 3Y | +36.7% | +3.4% | +33.2% | +32.6% |
| 5Y | -38.1% | -18.9% | -19.2% | -32.6% |
| All | +240.5% | +47.3% | +193.2% | +201.6% |
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 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