+1,907.2%
CVS vs UDR
+2,878.3%
-971.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | -2.0% | +5.9% | +4.5% |
| 30D | -2.4% | -5.2% | +2.8% | -1.1% |
| 3M | +2.7% | -5.8% | +8.4% | +4.1% |
| 6M | +21.9% | -1.7% | +23.6% | +22.2% |
| YTD | +24.7% | +2.4% | +22.4% | +23.6% |
| 1Y | +35.4% | -2.1% | +37.6% | +35.6% |
| 3Y | +65.2% | +4.2% | +61.0% | +61.7% |
| 5Y | +30.5% | -20.0% | +50.5% | +35.0% |
| 10Y | +40.4% | +44.6% | -4.3% | +23.9% |
| All | +1,907.2% | +2,878.3% | -971.1% | +881.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling