+79.7%
CAKE vs UDR
-3.8%
+83.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.5% | -3.5% | -1.1% | -3.0% |
| 30D | -12.4% | -5.3% | -7.1% | -10.2% |
| 3M | +37.3% | -9.5% | +46.9% | +43.4% |
| 6M | +70.7% | -0.7% | +71.4% | +69.3% |
| YTD | +106.0% | -1.2% | +107.2% | +103.2% |
| 1Y | +79.7% | -5.7% | +85.4% | +77.6% |
| All | +79.7% | -3.8% | +83.4% | +77.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling