+135.5%
CVE vs UDR
+53.1%
+82.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -10.0% | +2.0% | -12.0% | -11.0% |
| 30D | -11.9% | +7.9% | -19.8% | -15.4% |
| 3M | -5.9% | -1.5% | -4.5% | -5.8% |
| 6M | -1.6% | +0.9% | -2.5% | -3.2% |
| YTD | +66.3% | +4.0% | +62.2% | +60.2% |
| 1Y | +57.5% | +10.4% | +47.1% | +47.0% |
| 3Y | +65.4% | +26.9% | +38.5% | +38.7% |
| 5Y | +144.2% | -19.4% | +163.5% | +159.2% |
| 10Y | +135.5% | +57.0% | +78.5% | +117.6% |
| All | +135.5% | +53.1% | +82.4% | +117.6% |
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