+41.0%
CVS vs UDR
+47.3%
-6.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -2.0% | -3.4% | +1.4% | -0.8% |
| 30D | +1.9% | -5.4% | +7.3% | +3.9% |
| 3M | -2.2% | -10.0% | +7.8% | +1.4% |
| 6M | +26.7% | -2.5% | +29.3% | +27.6% |
| YTD | +22.9% | -1.1% | +24.0% | +22.7% |
| 1Y | +32.9% | -3.9% | +36.8% | +33.9% |
| 3Y | +62.3% | +3.4% | +58.8% | +57.1% |
| 5Y | +34.2% | -18.9% | +53.1% | +39.9% |
| All | +41.0% | +47.3% | -6.3% | +25.9% |
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 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