+16.2%
CVS vs UDR
+9.0%
+7.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | +6.6% | -0.4% | +6.9% | +6.6% |
| 30D | -0.4% | +7.8% | -8.2% | -2.1% |
| 3M | -5.3% | -2.8% | -2.5% | -4.7% |
| 6M | -7.7% | -1.4% | -6.3% | -7.5% |
| YTD | +16.0% | +3.4% | +12.6% | +13.9% |
| 1Y | +16.2% | +9.9% | +6.4% | +10.3% |
| All | +16.2% | +9.0% | +7.2% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling