+214.5%
CVX vs UDR
+54.6%
+159.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | -1.0% | +7.8% | -8.7% | -4.3% |
| 3M | +12.2% | -2.8% | +15.0% | +13.2% |
| 6M | +20.3% | -1.4% | +21.8% | +20.2% |
| YTD | +48.3% | +3.4% | +44.9% | +44.2% |
| 1Y | +46.9% | +9.9% | +37.0% | +38.9% |
| 3Y | +73.1% | +28.5% | +44.6% | +48.6% |
| 5Y | +135.2% | -20.5% | +155.7% | +149.2% |
| All | +214.5% | +54.6% | +159.9% | +160.0% |
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 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