+105.2%
CTVA vs UDR
-20.3%
+125.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -4.7% | -3.4% | -1.3% | -3.4% |
| 30D | +11.1% | -5.4% | +16.5% | +13.4% |
| 3M | +13.7% | -10.0% | +23.7% | +18.1% |
| 6M | +11.2% | -2.5% | +13.8% | +11.9% |
| YTD | +26.9% | -1.1% | +28.0% | +26.9% |
| 1Y | +18.8% | -3.9% | +22.7% | +20.0% |
| 3Y | +75.9% | +3.4% | +72.5% | +71.2% |
| 5Y | +105.2% | -18.9% | +124.1% | +120.8% |
| All | +105.2% | -20.3% | +125.5% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling