+60.0%
CSGP vs UDR
+54.6%
+5.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.4% |
| 7D | +1.3% | -0.4% | +1.7% | +1.5% |
| 30D | +2.8% | +7.8% | -4.9% | -0.4% |
| 3M | -6.3% | -2.8% | -3.5% | -4.6% |
| 6M | -3.2% | -1.4% | -1.7% | -2.0% |
| YTD | -54.0% | +3.4% | -57.4% | -54.6% |
| 1Y | -54.8% | +9.9% | -64.7% | -56.7% |
| 3Y | -60.6% | +28.5% | -89.1% | -64.9% |
| 5Y | -62.6% | -20.5% | -42.1% | -59.5% |
| All | +60.0% | +54.6% | +5.4% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling