+25.3%
CRM vs UDR
-3.1%
+28.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.5% |
| 7D | -8.1% | -3.4% | -4.7% | -8.2% |
| 30D | +23.1% | -5.4% | +28.5% | +22.3% |
| 3M | +42.5% | -10.0% | +52.5% | +42.8% |
| 6M | +25.3% | -2.5% | +27.8% | +31.7% |
| All | +25.3% | -3.1% | +28.4% | +31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling