+807.8%
CCL vs UDR
+2,878.3%
-2,070.5%
-90.4%
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 | -5.0% | -2.0% | -3.1% | -4.1% |
| 30D | -20.3% | -5.2% | -15.2% | -18.1% |
| 3M | -15.1% | -5.8% | -9.4% | -12.7% |
| 6M | -15.1% | -1.7% | -13.4% | -14.5% |
| YTD | -21.8% | +2.4% | -24.2% | -22.9% |
| 1Y | -24.8% | -2.1% | -22.7% | -24.3% |
| 3Y | +51.9% | +4.2% | +47.7% | +48.2% |
| 5Y | +4.0% | -20.0% | +24.0% | +16.2% |
| 10Y | -42.2% | +44.6% | -86.9% | -47.8% |
| All | +807.8% | +2,878.3% | -2,070.5% | +231.4% |
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