+2.5%
CTSH vs UDR
+26.2%
-23.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -4.2% | -2.4% | -1.8% | -3.1% |
| 30D | +3.9% | +6.7% | -2.7% | +0.9% |
| 3M | +10.2% | -1.8% | +11.9% | +11.0% |
| 6M | +35.3% | -1.8% | +37.1% | +36.5% |
| YTD | -21.8% | +2.5% | -24.3% | -22.6% |
| 1Y | -12.1% | +7.9% | -20.0% | -15.1% |
| All | +2.5% | +26.2% | -23.8% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling