+1,604.2%
CCJ vs UDR
+1,113.2%
+491.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.5% |
| 7D | +5.9% | -2.1% | +8.0% | +6.6% |
| 30D | +4.7% | -5.6% | +10.3% | +6.7% |
| 3M | -3.3% | -5.8% | +2.5% | -1.8% |
| 6M | -7.0% | -1.1% | -5.9% | -7.3% |
| YTD | +11.5% | +1.6% | +9.8% | +9.9% |
| 1Y | +32.3% | -2.7% | +34.9% | +31.8% |
| 3Y | +176.8% | +6.3% | +170.5% | +162.9% |
| 5Y | +351.8% | -19.3% | +371.1% | +369.9% |
| 10Y | +1,080.5% | +46.0% | +1,034.5% | +854.8% |
| All | +1,604.2% | +1,113.2% | +491.0% | +617.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling