-7.3%
UDR vs CAI
-8.1%
+0.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | -5.6% | +9.1% | -14.8% | -5.9% |
| 3M | -5.8% | +53.8% | -59.6% | -7.1% |
| 6M | -1.1% | +33.5% | -34.6% | -2.4% |
| YTD | +1.6% | -8.0% | +9.6% | +1.6% |
| 1Y | -2.7% | -28.7% | +26.0% | -1.6% |
| All | -7.3% | -8.1% | +0.8% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling