+9,714.3%
CSX vs UDR
+2,919.7%
+6,794.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.9% |
| 7D | -5.5% | +3.0% | -8.5% | -6.6% |
| 30D | +4.9% | +10.3% | -5.3% | +1.1% |
| 3M | -2.9% | -2.9% | +0.1% | -1.8% |
| 6M | +8.3% | +0.3% | +8.0% | +8.0% |
| YTD | +36.7% | +3.8% | +32.9% | +34.2% |
| 1Y | +41.5% | +12.7% | +28.8% | +34.5% |
| 3Y | +68.6% | +27.6% | +41.1% | +51.1% |
| 5Y | +48.4% | -18.6% | +67.0% | +56.2% |
| 10Y | +446.6% | +52.4% | +394.2% | +342.8% |
| All | +9,714.3% | +2,919.7% | +6,794.6% | +3,677.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling