+134.5%
CVE vs UDR
+50.7%
+83.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -16.1% | +3.0% | -19.1% | -17.5% |
| 30D | -10.4% | +10.3% | -20.6% | -14.9% |
| 3M | -2.4% | -2.9% | +0.5% | -1.6% |
| 6M | -4.4% | +0.3% | -4.8% | -5.7% |
| YTD | +64.9% | +3.8% | +61.2% | +59.1% |
| 1Y | +66.0% | +12.7% | +53.3% | +53.3% |
| 3Y | +57.7% | +27.6% | +30.1% | +31.8% |
| 5Y | +144.7% | -18.6% | +163.3% | +158.2% |
| All | +134.5% | +50.7% | +83.8% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling