-56.4%
CSGP vs UDR
+7.9%
-64.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.4% |
| 7D | -6.1% | -2.4% | -3.7% | -4.2% |
| 30D | +0.3% | +6.7% | -6.4% | -3.4% |
| 3M | -1.3% | -1.8% | +0.5% | -0.1% |
| 6M | -8.9% | -1.8% | -7.1% | -7.2% |
| YTD | -55.2% | +2.5% | -57.8% | -55.0% |
| 1Y | -56.4% | +7.9% | -64.3% | -57.7% |
| All | -56.4% | +7.9% | -64.3% | -57.7% |
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