+11.8%
CRM vs UDR
+3.3%
+8.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -3.5% | -1.0% | -3.5% |
| 30D | +28.1% | -5.3% | +33.4% | +29.9% |
| 3M | +48.8% | -9.5% | +58.4% | +53.2% |
| 6M | +28.3% | -0.7% | +28.9% | +28.0% |
| YTD | -6.0% | -1.2% | -4.8% | -6.3% |
| 1Y | +1.4% | -5.7% | +7.2% | +2.8% |
| 3Y | +11.8% | +3.7% | +8.1% | +12.8% |
| All | +11.8% | +3.3% | +8.5% | +12.8% |
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