+626.9%
CEG vs UDR
-27.8%
+654.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.1% |
| 7D | +1.3% | -3.3% | +4.6% | +2.4% |
| 30D | +8.8% | -5.6% | +14.5% | +10.8% |
| 3M | +17.0% | -9.4% | +26.4% | +20.3% |
| 6M | -8.7% | -3.0% | -5.8% | -8.4% |
| YTD | -16.4% | -0.4% | -16.0% | -17.2% |
| 1Y | -1.8% | -5.1% | +3.4% | -1.0% |
| 3Y | +175.8% | +4.2% | +171.6% | +158.9% |
| All | +626.9% | -27.8% | +654.8% | +732.6% |
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 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