+320.2%
CVE vs UDR
-19.6%
+339.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -2.0% | +4.5% | +3.1% |
| 30D | +16.7% | -5.2% | +21.9% | +18.5% |
| 3M | +9.3% | -5.8% | +15.1% | +10.8% |
| 6M | +43.6% | -1.7% | +45.3% | +43.4% |
| YTD | +93.6% | +2.4% | +91.2% | +90.6% |
| 1Y | +98.8% | -2.1% | +100.9% | +98.3% |
| 3Y | +73.6% | +4.2% | +69.4% | +67.4% |
| All | +320.2% | -19.6% | +339.8% | +355.6% |
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 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