+23,259.7%
CTAS vs UDR
+2,878.3%
+20,381.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | -2.0% | +0.2% | -1.1% |
| 30D | -0.2% | -5.2% | +5.0% | +1.6% |
| 3M | +11.7% | -5.8% | +17.5% | +14.0% |
| 6M | +0.7% | -1.7% | +2.4% | +1.2% |
| YTD | +7.4% | +2.4% | +5.0% | +6.3% |
| 1Y | -2.1% | -2.1% | 0.0% | -1.7% |
| 3Y | +62.9% | +4.2% | +58.7% | +59.1% |
| 5Y | +111.9% | -20.0% | +131.9% | +124.4% |
| 10Y | +652.2% | +44.6% | +607.5% | +557.1% |
| All | +23,259.7% | +2,878.3% | +20,381.5% | +10,579.6% |
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 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