+6.6%
CVNA vs UDR
-20.3%
+26.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -3.3% |
| 7D | -4.3% | -3.4% | -0.9% | +0.2% |
| 30D | -2.4% | -5.4% | +3.0% | +5.3% |
| 3M | +4.5% | -10.0% | +14.5% | +19.2% |
| 6M | +10.2% | -2.5% | +12.8% | +11.8% |
| YTD | -16.7% | -1.1% | -15.6% | -18.3% |
| 1Y | -3.8% | -3.9% | +0.1% | -3.1% |
| 3Y | +648.3% | +3.4% | +644.9% | +526.2% |
| 5Y | +6.6% | -18.9% | +25.5% | +37.3% |
| All | +6.6% | -20.3% | +26.8% | +37.3% |
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 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