+303.7%
CCJ vs UDR
-20.3%
+324.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.8% |
| 7D | -3.2% | -3.4% | +0.2% | -2.2% |
| 30D | -1.3% | -5.4% | +4.1% | +0.3% |
| 3M | +2.5% | -10.0% | +12.5% | +5.5% |
| 6M | -18.9% | -2.5% | -16.3% | -19.0% |
| YTD | +6.5% | -1.1% | +7.6% | +5.5% |
| 1Y | +22.8% | -3.9% | +26.7% | +22.7% |
| 3Y | +164.5% | +3.4% | +161.0% | +148.2% |
| 5Y | +303.7% | -18.9% | +322.6% | +324.6% |
| All | +303.7% | -20.3% | +324.0% | +324.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling