+62.8%
CVE vs UDR
+343.1%
-280.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.5% |
| 7D | -14.1% | +4.5% | -18.6% | -16.1% |
| 30D | -11.6% | +9.6% | -21.2% | -15.9% |
| 3M | 0.0% | -2.7% | +2.8% | +0.7% |
| 6M | -8.4% | +1.8% | -10.2% | -10.3% |
| YTD | +65.9% | +5.0% | +60.9% | +59.1% |
| 1Y | +69.4% | +12.1% | +57.3% | +56.9% |
| 3Y | +55.9% | +26.2% | +29.8% | +32.0% |
| 5Y | +146.2% | -17.6% | +163.8% | +156.3% |
| 10Y | +140.6% | +54.2% | +86.4% | +79.2% |
| All | +62.8% | +343.1% | -280.3% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling