-62.5%
CSGP vs UDR
-18.6%
-43.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.0% |
| 7D | -1.8% | +2.2% | -4.1% | -3.1% |
| 30D | +5.3% | +8.0% | -2.8% | +1.0% |
| 3M | +3.3% | -3.3% | +6.6% | +5.7% |
| 6M | -4.7% | +1.0% | -5.7% | -4.8% |
| YTD | -53.5% | +4.2% | -57.7% | -54.5% |
| 1Y | -53.7% | +10.8% | -64.6% | -56.3% |
| 3Y | -59.7% | +30.1% | -89.9% | -65.9% |
| 5Y | -62.5% | -18.9% | -43.6% | -59.3% |
| All | -62.5% | -18.6% | -43.9% | -59.3% |
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