-9.8%
UDR vs CAI
-9.9%
0.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -3.5% | -2.9% | -0.6% | -3.4% |
| 30D | -5.3% | +9.3% | -14.6% | -5.6% |
| 3M | -9.5% | +35.2% | -44.8% | -10.4% |
| 6M | -0.7% | +30.7% | -31.4% | -1.9% |
| YTD | -1.2% | -9.8% | +8.6% | -1.1% |
| 1Y | -5.7% | -28.9% | +23.1% | -4.7% |
| All | -9.8% | -9.9% | 0.0% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling