+59.2%
CSX vs UDR
-21.2%
+80.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.5% |
| 7D | +3.1% | -2.4% | +5.5% | +4.2% |
| 30D | +9.7% | +6.7% | +3.0% | +6.8% |
| 3M | +4.9% | -1.8% | +6.7% | +5.6% |
| 6M | +18.4% | -1.8% | +20.1% | +18.9% |
| YTD | +45.9% | +2.5% | +43.4% | +43.5% |
| 1Y | +50.0% | +7.9% | +42.1% | +44.2% |
| 3Y | +78.0% | +25.1% | +52.9% | +57.1% |
| 5Y | +59.2% | -21.2% | +80.3% | +74.6% |
| All | +59.2% | -21.2% | +80.4% | +74.6% |
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