-4.5%
CRS vs UDR
+14.9%
-19.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.1% | -1.5% |
| 7D | +4.3% | +7.2% | -2.9% | +4.3% |
| 30D | -25.5% | +10.5% | -35.9% | -25.8% |
| 3M | -48.7% | -2.3% | -46.5% | -48.1% |
| 6M | -31.6% | +4.0% | -35.6% | -32.0% |
| YTD | -7.0% | +5.6% | -12.6% | -8.3% |
| 1Y | -4.5% | +13.0% | -17.5% | -8.9% |
| All | -4.5% | +14.9% | -19.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling