+48.2%
CSX vs UDR
-18.0%
+66.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.9% |
| 7D | -5.5% | +3.0% | -8.5% | -6.7% |
| 30D | +4.9% | +10.3% | -5.3% | +0.8% |
| 3M | -2.9% | -2.9% | +0.1% | -1.7% |
| 6M | +8.3% | +0.3% | +8.0% | +7.9% |
| YTD | +36.7% | +3.8% | +32.9% | +33.8% |
| 1Y | +41.5% | +12.7% | +28.8% | +33.5% |
| 3Y | +68.6% | +27.6% | +41.1% | +47.5% |
| All | +48.2% | -18.0% | +66.2% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling