+34,247.0%
CTSH vs UDR
+1,075.9%
+33,171.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -2.0% | -0.7% | -1.8% |
| 30D | +12.4% | -5.2% | +17.6% | +15.1% |
| 3M | +17.4% | -5.8% | +23.2% | +20.7% |
| 6M | -3.1% | -1.7% | -1.4% | -2.7% |
| YTD | -23.6% | +2.4% | -25.9% | -24.7% |
| 1Y | -10.8% | -2.1% | -8.7% | -10.5% |
| 3Y | -8.3% | +4.2% | -12.5% | -11.7% |
| 5Y | -11.3% | -20.0% | +8.7% | -4.7% |
| 10Y | +22.6% | +44.6% | -22.0% | -3.4% |
| All | +34,247.0% | +1,075.9% | +33,171.1% | +8,805.2% |
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