+1,471.8%
CRL vs UDR
+1,091.1%
+380.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.7% | +2.0% | -3.8% | -2.5% |
| 30D | +14.6% | +7.9% | +6.7% | +11.6% |
| 3M | +24.8% | -1.5% | +26.3% | +25.1% |
| 6M | +94.7% | +0.9% | +93.8% | +93.3% |
| YTD | +73.4% | +4.0% | +69.3% | +69.9% |
| 1Y | +104.7% | +10.4% | +94.3% | +96.8% |
| 3Y | +101.1% | +26.9% | +74.1% | +85.7% |
| 5Y | -10.8% | -19.4% | +8.6% | -5.3% |
| 10Y | +358.8% | +57.0% | +301.8% | +297.6% |
| All | +1,471.8% | +1,091.1% | +380.8% | +552.0% |
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 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