+4,711.1%
CVX vs UDR
+2,856.1%
+1,855.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | +13.4% | -5.6% | +19.1% | +15.3% |
| 3M | +11.8% | -5.8% | +17.6% | +13.6% |
| 6M | +12.4% | -1.1% | +13.6% | +12.3% |
| YTD | +41.5% | +1.6% | +39.9% | +39.9% |
| 1Y | +41.6% | -2.7% | +44.3% | +41.6% |
| 3Y | +42.2% | +6.3% | +35.9% | +37.2% |
| 5Y | +166.0% | -19.3% | +185.3% | +174.5% |
| 10Y | +207.2% | +46.0% | +161.2% | +165.6% |
| All | +4,711.1% | +2,856.1% | +1,855.0% | +2,530.7% |
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