+76.9%
CRL vs UDR
-4.3%
+81.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | -4.6% | -3.3% | -1.3% | -3.7% |
| 30D | +0.5% | -5.6% | +6.1% | +2.2% |
| 3M | +46.6% | -9.4% | +56.0% | +50.8% |
| 6M | +57.3% | -3.0% | +60.2% | +58.5% |
| YTD | +39.5% | -0.4% | +39.9% | +37.9% |
| 1Y | +76.9% | -5.1% | +82.0% | +89.3% |
| All | +76.9% | -4.3% | +81.1% | +89.3% |
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