+753.7%
CCJ vs UDR
+54.6%
+699.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -13.2% | +7.8% | -20.9% | -15.1% |
| 3M | -27.6% | -2.8% | -24.9% | -27.2% |
| 6M | -38.7% | -1.4% | -37.3% | -38.9% |
| YTD | -22.7% | +3.4% | -26.1% | -24.2% |
| 1Y | -17.6% | +9.9% | -27.4% | -20.7% |
| 3Y | +62.7% | +28.5% | +34.2% | +45.7% |
| 5Y | +159.7% | -20.5% | +180.2% | +169.5% |
| All | +753.7% | +54.6% | +699.0% | +662.5% |
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 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