+427.3%
CSX vs UDR
+50.7%
+376.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.8% |
| 7D | -5.5% | +3.0% | -8.5% | -6.7% |
| 30D | +4.9% | +10.3% | -5.3% | +0.5% |
| 3M | -2.9% | -2.9% | +0.1% | -1.6% |
| 6M | +8.3% | +0.3% | +8.0% | +7.9% |
| YTD | +36.7% | +3.8% | +32.9% | +33.7% |
| 1Y | +41.5% | +12.7% | +28.8% | +33.1% |
| 3Y | +68.6% | +27.6% | +41.1% | +47.3% |
| 5Y | +48.4% | -18.6% | +67.0% | +57.7% |
| All | +427.3% | +50.7% | +376.7% | +383.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling