+228.9%
CRWD vs UDR
-20.1%
+249.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.8% | -3.4% | +0.5% | -1.5% |
| 30D | -5.9% | -5.4% | -0.4% | -4.0% |
| 3M | +29.0% | -10.0% | +38.9% | +34.0% |
| 6M | +91.5% | -2.5% | +94.0% | +90.8% |
| YTD | +78.2% | -1.1% | +79.3% | +76.0% |
| 1Y | +96.6% | -3.9% | +100.5% | +96.4% |
| 3Y | +397.0% | +3.4% | +393.6% | +366.0% |
| All | +228.9% | -20.1% | +249.0% | +244.4% |
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 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