-8.4%
CVE vs UDR
+2.6%
-11.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -3.0% |
| 7D | -14.1% | +4.5% | -18.6% | -12.3% |
| 30D | -11.6% | +9.6% | -21.2% | -8.7% |
| 3M | 0.0% | -2.7% | +2.8% | +0.5% |
| 6M | -8.4% | +1.8% | -10.2% | -10.9% |
| All | -8.4% | +2.6% | -11.0% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling