+6,869.6%
CCEP vs UDR
+2,878.3%
+3,991.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.1% | -2.0% | -1.1% | -2.5% |
| 30D | -2.6% | -5.2% | +2.6% | -1.1% |
| 3M | +14.9% | -5.8% | +20.7% | +16.8% |
| 6M | +2.3% | -1.7% | +4.0% | +2.7% |
| YTD | +17.8% | +2.4% | +15.5% | +16.8% |
| 1Y | +24.2% | -2.1% | +26.3% | +24.6% |
| 3Y | +84.7% | +4.2% | +80.5% | +80.4% |
| 5Y | +103.2% | -20.0% | +123.2% | +111.7% |
| 10Y | +257.4% | +44.6% | +212.7% | +217.5% |
| All | +6,869.6% | +2,878.3% | +3,991.4% | +2,898.9% |
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