+9,834.6%
CRS vs UDR
+2,856.1%
+6,978.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | -3.1% | -2.1% | -1.0% | -2.0% |
| 30D | -19.6% | -5.6% | -14.0% | -17.3% |
| 3M | -8.1% | -5.8% | -2.3% | -5.6% |
| 6M | +18.6% | -1.1% | +19.7% | +18.6% |
| YTD | +45.9% | +1.6% | +44.3% | +43.2% |
| 1Y | +82.5% | -2.7% | +85.1% | +82.4% |
| 3Y | +648.9% | +6.3% | +642.6% | +607.7% |
| 5Y | +1,438.1% | -19.3% | +1,457.4% | +1,561.1% |
| 10Y | +1,327.0% | +46.0% | +1,281.0% | +1,070.2% |
| All | +9,834.6% | +2,856.1% | +6,978.4% | +3,369.5% |
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