+152.2%
CAKE vs UDR
-20.2%
+172.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -4.5% | -3.5% | -1.1% | -2.8% |
| 30D | -12.4% | -5.3% | -7.1% | -10.0% |
| 3M | +37.3% | -9.5% | +46.9% | +44.0% |
| 6M | +70.7% | -0.7% | +71.4% | +70.2% |
| YTD | +106.0% | -1.2% | +107.2% | +105.5% |
| 1Y | +79.7% | -5.7% | +85.4% | +83.6% |
| 3Y | +267.8% | +3.7% | +264.0% | +254.9% |
| All | +152.2% | -20.2% | +172.3% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling