+53.0%
CSX vs UDR
-2.7%
+55.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | -2.3% | -5.6% | +3.4% | -0.7% |
| 3M | +4.3% | -5.8% | +10.1% | +5.9% |
| 6M | +23.4% | -1.1% | +24.5% | +23.6% |
| YTD | +36.4% | +1.6% | +34.8% | +35.9% |
| 1Y | +53.0% | -2.7% | +55.7% | +54.9% |
| All | +53.0% | -2.7% | +55.8% | +54.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling