+335.5%
CCEP vs UDR
+56.7%
+278.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +1.8% | -1.8% | +3.5% | +2.6% |
| 30D | +12.2% | +7.9% | +4.2% | +8.1% |
| 3M | +10.7% | -0.8% | +11.4% | +11.0% |
| 6M | +27.5% | 0.0% | +27.5% | +27.2% |
| YTD | +31.3% | +3.7% | +27.6% | +28.2% |
| 1Y | +29.9% | +8.5% | +21.4% | +23.9% |
| 3Y | +111.1% | +26.6% | +84.5% | +82.4% |
| 5Y | +142.3% | -20.2% | +162.5% | +161.4% |
| 10Y | +335.5% | +54.7% | +280.7% | +253.8% |
| All | +335.5% | +56.7% | +278.8% | +253.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling