+3,651.5%
CAKE vs UDR
+1,943.5%
+1,707.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.5% | -3.5% | -1.1% | -2.9% |
| 30D | -12.4% | -5.3% | -7.1% | -10.2% |
| 3M | +37.3% | -9.5% | +46.9% | +43.7% |
| 6M | +70.7% | -0.7% | +71.4% | +70.4% |
| YTD | +106.0% | -1.2% | +107.2% | +105.8% |
| 1Y | +79.7% | -5.7% | +85.4% | +83.6% |
| 3Y | +267.8% | +3.7% | +264.0% | +255.7% |
| 5Y | +159.9% | -18.9% | +178.8% | +177.7% |
| 10Y | +154.3% | +46.7% | +107.6% | +112.3% |
| All | +3,651.5% | +1,943.5% | +1,707.9% | +1,310.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling