-89.8%
CDE vs UDR
+2,776.7%
-2,866.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -6.1% | -3.4% | -2.7% | -4.8% |
| 30D | +9.5% | -5.4% | +14.9% | +11.8% |
| 3M | +32.0% | -10.0% | +42.0% | +37.1% |
| 6M | -12.8% | -2.5% | -10.3% | -12.4% |
| YTD | +14.2% | -1.1% | +15.3% | +14.0% |
| 1Y | +36.3% | -3.9% | +40.2% | +37.1% |
| 3Y | +821.4% | +3.4% | +818.0% | +801.0% |
| 5Y | +194.3% | -18.9% | +213.1% | +215.4% |
| 10Y | +53.2% | +46.8% | +6.4% | +27.0% |
| All | -89.8% | +2,776.7% | -2,866.6% | -94.6% |
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 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