+3,264.4%
CSGP vs UDR
+1,065.3%
+2,199.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -4.1% | -2.0% | -2.1% | -3.3% |
| 30D | +2.3% | -5.2% | +7.5% | +4.7% |
| 3M | -8.2% | -5.8% | -2.4% | -5.7% |
| 6M | -35.1% | -1.7% | -33.4% | -34.7% |
| YTD | -54.0% | +2.4% | -56.4% | -54.5% |
| 1Y | -65.3% | -2.1% | -63.2% | -65.0% |
| 3Y | -62.6% | +4.2% | -66.8% | -63.4% |
| 5Y | -64.8% | -20.0% | -44.8% | -62.1% |
| 10Y | +45.1% | +44.6% | +0.4% | +18.9% |
| All | +3,264.4% | +1,065.3% | +2,199.0% | +947.2% |
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