+1,436.2%
CRL vs UDR
+1,083.9%
+352.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +11.9% | +7.8% | +4.2% | +9.0% |
| 3M | +20.2% | -2.8% | +22.9% | +21.0% |
| 6M | +107.5% | -1.4% | +109.0% | +107.7% |
| YTD | +69.4% | +3.4% | +66.0% | +66.4% |
| 1Y | +99.7% | +9.9% | +89.9% | +92.3% |
| 3Y | +98.8% | +28.5% | +70.3% | +82.8% |
| 5Y | -12.4% | -20.5% | +8.1% | -6.7% |
| 10Y | +352.9% | +54.2% | +298.6% | +294.4% |
| All | +1,436.2% | +1,083.9% | +352.3% | +538.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling