+219.2%
CVX vs UDR
+47.2%
+172.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | -3.5% | +6.1% | +4.1% |
| 30D | +9.8% | -5.3% | +15.1% | +12.3% |
| 3M | +16.2% | -9.5% | +25.7% | +20.9% |
| 6M | +13.6% | -0.7% | +14.3% | +13.0% |
| YTD | +44.4% | -1.2% | +45.5% | +43.5% |
| 1Y | +40.6% | -5.7% | +46.3% | +42.4% |
| 3Y | +48.2% | +3.7% | +44.5% | +40.8% |
| 5Y | +172.3% | -18.9% | +191.2% | +183.7% |
| All | +219.2% | +47.2% | +172.0% | +165.5% |
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