-34.0%
CCL vs UDR
+54.6%
-88.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.2% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | +13.1% | +7.8% | +5.4% | +5.5% |
| 3M | +3.4% | -2.8% | +6.2% | +6.0% |
| 6M | +18.7% | -1.4% | +20.2% | +19.4% |
| YTD | -2.3% | +3.4% | -5.7% | -6.6% |
| 1Y | +14.2% | +9.9% | +4.3% | +2.8% |
| 3Y | +133.6% | +28.5% | +105.1% | +75.3% |
| 5Y | +33.5% | -20.5% | +54.0% | +59.9% |
| All | -34.0% | +54.6% | -88.7% | -42.9% |
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 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