+12.9%
CVS vs UDR
-21.2%
+34.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +10.4% | -2.4% | +12.8% | +11.1% |
| 30D | +3.3% | +6.7% | -3.4% | +1.1% |
| 3M | -4.5% | -1.8% | -2.8% | -4.2% |
| 6M | -4.4% | -1.8% | -2.6% | -4.2% |
| YTD | +16.6% | +2.5% | +14.1% | +14.9% |
| 1Y | +15.3% | +7.9% | +7.4% | +11.7% |
| 3Y | +48.6% | +25.1% | +23.5% | +36.3% |
| 5Y | +12.9% | -21.2% | +34.1% | +19.0% |
| All | +12.9% | -21.2% | +34.1% | +19.0% |
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