+60.4%
CVS vs UDR
+54.6%
+5.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | +6.6% | -0.4% | +6.9% | +6.7% |
| 30D | -0.4% | +7.8% | -8.2% | -3.3% |
| 3M | -5.3% | -2.8% | -2.5% | -4.6% |
| 6M | -7.7% | -1.4% | -6.3% | -7.6% |
| YTD | +16.0% | +3.4% | +12.6% | +13.6% |
| 1Y | +16.2% | +9.9% | +6.4% | +11.3% |
| 3Y | +47.6% | +28.5% | +19.1% | +31.5% |
| 5Y | +12.3% | -20.5% | +32.8% | +18.2% |
| All | +60.4% | +54.6% | +5.8% | +35.6% |
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