+148.6%
CVE vs UDR
+54.6%
+93.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +5.9% | -0.4% | +6.3% | +6.1% |
| 30D | -10.9% | +7.8% | -18.6% | -14.4% |
| 3M | -4.5% | -2.8% | -1.7% | -3.8% |
| 6M | -1.0% | -1.4% | +0.5% | -1.5% |
| YTD | +74.7% | +3.4% | +71.3% | +68.8% |
| 1Y | +65.8% | +9.9% | +56.0% | +55.0% |
| 3Y | +73.2% | +28.5% | +44.7% | +44.1% |
| 5Y | +155.6% | -20.5% | +176.1% | +173.5% |
| All | +148.6% | +54.6% | +93.9% | +122.8% |
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 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