-0.9%
CCL vs UDR
-20.7%
+19.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -0.6% |
| 7D | -4.4% | -3.3% | -1.1% | -1.8% |
| 30D | -18.2% | -5.6% | -12.6% | -14.4% |
| 3M | -17.7% | -9.4% | -8.3% | -11.4% |
| 6M | -13.0% | -3.0% | -10.0% | -11.5% |
| YTD | -24.5% | -0.4% | -24.1% | -25.1% |
| 1Y | -26.9% | -5.1% | -21.8% | -24.7% |
| 3Y | +50.8% | +4.2% | +46.5% | +41.1% |
| 5Y | -0.9% | -19.5% | +18.6% | +17.3% |
| All | -0.9% | -20.7% | +19.8% | +17.3% |
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