+412.6%
CSX vs UDR
+54.2%
+358.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -2.2% | +2.2% | -4.4% | -3.1% |
| 30D | +6.8% | +8.0% | -1.2% | +3.2% |
| 3M | +0.7% | -3.3% | +3.9% | +2.1% |
| 6M | +13.3% | +1.0% | +12.2% | +12.4% |
| YTD | +40.5% | +4.2% | +36.4% | +37.2% |
| 1Y | +44.7% | +10.8% | +33.8% | +37.1% |
| 3Y | +74.5% | +30.1% | +44.4% | +51.0% |
| 5Y | +52.0% | -18.9% | +70.9% | +61.8% |
| 10Y | +412.6% | +53.4% | +359.3% | +361.2% |
| All | +412.6% | +54.2% | +358.5% | +361.2% |
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 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