+1,583.6%
CCJ vs UDR
+1,122.3%
+461.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | -2.0% | +2.7% | +1.4% |
| 30D | +6.9% | -5.2% | +12.1% | +8.7% |
| 3M | -11.6% | -5.8% | -5.9% | -10.3% |
| 6M | -16.2% | -1.7% | -14.5% | -16.3% |
| YTD | +10.1% | +2.4% | +7.7% | +8.3% |
| 1Y | +32.3% | -2.1% | +34.4% | +31.5% |
| 3Y | +171.3% | +4.2% | +167.1% | +159.5% |
| 5Y | +372.4% | -20.0% | +392.4% | +392.4% |
| 10Y | +1,070.0% | +44.6% | +1,025.4% | +849.4% |
| All | +1,583.6% | +1,122.3% | +461.3% | +607.1% |
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