+172.2%
CVX vs UDR
-20.7%
+192.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | +1.0% | -3.3% | +4.2% | +1.7% |
| 30D | +10.7% | -5.6% | +16.3% | +12.1% |
| 3M | +15.5% | -9.4% | +24.9% | +18.1% |
| 6M | +14.9% | -3.0% | +17.8% | +15.3% |
| YTD | +44.2% | -0.4% | +44.6% | +43.5% |
| 1Y | +43.5% | -5.1% | +48.7% | +44.6% |
| 3Y | +45.0% | +4.2% | +40.8% | +41.3% |
| 5Y | +172.2% | -19.5% | +191.7% | +179.4% |
| All | +172.2% | -20.7% | +192.8% | +179.4% |
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