+3,388.4%
CSGP vs UDR
+1,095.5%
+2,293.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.4% |
| 7D | +13.9% | +4.5% | +9.4% | +11.9% |
| 30D | +16.0% | +9.6% | +6.4% | +12.1% |
| 3M | +6.1% | -2.7% | +8.8% | +7.7% |
| 6M | -8.2% | +1.8% | -9.9% | -8.5% |
| YTD | -52.3% | +5.0% | -57.3% | -53.2% |
| 1Y | -54.5% | +12.1% | -66.6% | -56.5% |
| 3Y | -58.6% | +26.2% | -84.7% | -62.4% |
| 5Y | -61.5% | -17.6% | -43.9% | -58.9% |
| 10Y | +74.7% | +54.2% | +20.5% | +40.0% |
| All | +3,388.4% | +1,095.5% | +2,293.0% | +978.2% |
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