-5.7%
UDR vs CAI
-27.6%
+21.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -3.4% | -5.1% | +1.7% | -3.3% |
| 30D | -5.4% | +3.9% | -9.3% | -5.6% |
| 3M | -10.0% | +40.1% | -50.1% | -10.7% |
| 6M | -2.5% | +29.7% | -32.2% | -3.6% |
| YTD | -1.1% | -10.9% | +9.8% | -1.1% |
| All | -5.7% | -27.6% | +21.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling