+143.5%
CVE vs UDR
+56.7%
+86.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.8% |
| 7D | +0.1% | -1.8% | +1.8% | +0.9% |
| 30D | -10.8% | +7.9% | -18.8% | -14.4% |
| 3M | -4.3% | -0.8% | -3.6% | -4.5% |
| 6M | -1.5% | 0.0% | -1.4% | -2.7% |
| YTD | +70.7% | +3.7% | +67.0% | +64.7% |
| 1Y | +58.1% | +8.5% | +49.6% | +48.8% |
| 3Y | +69.8% | +26.6% | +43.3% | +42.6% |
| 5Y | +148.9% | -20.2% | +169.1% | +165.9% |
| 10Y | +143.5% | +54.7% | +88.8% | +122.5% |
| All | +143.5% | +56.7% | +86.9% | +122.5% |
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