+490.1%
CSX vs UDR
+43.5%
+446.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -3.4% | -2.0% | -1.4% | -2.5% |
| 30D | -3.1% | -5.2% | +2.1% | -0.8% |
| 3M | +7.2% | -5.8% | +13.0% | +9.8% |
| 6M | +16.2% | -1.7% | +17.9% | +16.6% |
| YTD | +37.5% | +2.4% | +35.2% | +35.3% |
| 1Y | +53.2% | -2.1% | +55.3% | +53.5% |
| 3Y | +68.2% | +4.2% | +64.0% | +61.3% |
| 5Y | +65.2% | -20.0% | +85.2% | +76.6% |
| All | +490.1% | +43.5% | +446.6% | +436.5% |
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