+683.1%
CTAS vs UDR
+47.2%
+635.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.5% | -3.5% | +4.0% | +2.4% |
| 30D | -0.7% | -5.3% | +4.6% | +2.2% |
| 3M | +11.1% | -9.5% | +20.6% | +17.1% |
| 6M | +2.1% | -0.7% | +2.8% | +2.3% |
| YTD | +8.0% | -1.2% | +9.1% | +8.1% |
| 1Y | -0.5% | -5.7% | +5.3% | +2.1% |
| 3Y | +66.2% | +3.7% | +62.5% | +59.2% |
| 5Y | +109.2% | -18.9% | +128.1% | +126.5% |
| All | +683.1% | +47.2% | +635.9% | +571.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling