+5,760.6%
CRM vs UDR
+380.4%
+5,380.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -3.5% | -1.0% | -3.0% |
| 30D | +28.1% | -5.3% | +33.4% | +31.0% |
| 3M | +48.8% | -9.5% | +58.4% | +55.3% |
| 6M | +28.3% | -0.7% | +28.9% | +27.8% |
| YTD | -6.0% | -1.2% | -4.8% | -6.4% |
| 1Y | +1.4% | -5.7% | +7.2% | +2.9% |
| 3Y | +11.8% | +3.7% | +8.1% | +7.2% |
| 5Y | -2.0% | -18.9% | +16.9% | +4.1% |
| 10Y | +239.6% | +46.7% | +192.9% | +163.0% |
| All | +5,760.6% | +380.4% | +5,380.2% | +2,456.4% |
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