+74.7%
CSX vs UDR
+6.2%
+68.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -3.4% | -2.0% | -1.4% | -2.7% |
| 30D | -3.1% | -5.2% | +2.1% | -1.3% |
| 3M | +7.2% | -5.8% | +13.0% | +9.2% |
| 6M | +16.2% | -1.7% | +17.9% | +16.6% |
| YTD | +37.5% | +2.4% | +35.2% | +35.9% |
| 1Y | +53.2% | -2.1% | +55.3% | +53.7% |
| All | +74.7% | +6.2% | +68.5% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling