+1,401.6%
CRS vs UDR
-20.3%
+1,421.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -4.1% | -3.4% | -0.7% | -2.4% |
| 30D | -16.6% | -5.4% | -11.2% | -14.3% |
| 3M | -14.3% | -10.0% | -4.3% | -9.9% |
| 6M | +11.6% | -2.5% | +14.1% | +12.2% |
| YTD | +42.6% | -1.1% | +43.7% | +41.4% |
| 1Y | +81.8% | -3.9% | +85.7% | +82.6% |
| 3Y | +632.1% | +3.4% | +628.6% | +597.4% |
| 5Y | +1,401.6% | -18.9% | +1,420.5% | +1,592.9% |
| All | +1,401.6% | -20.3% | +1,421.9% | +1,592.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling