+185.8%
CGNX vs UDR
+47.2%
+138.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +3.2% | -3.5% | +6.6% | +4.9% |
| 30D | +6.0% | -5.3% | +11.3% | +8.6% |
| 3M | +3.5% | -9.5% | +13.1% | +7.9% |
| 6M | +26.3% | -0.7% | +26.9% | +25.2% |
| YTD | +79.2% | -1.2% | +80.4% | +76.5% |
| 1Y | +43.8% | -5.7% | +49.5% | +44.7% |
| 3Y | +52.0% | +3.7% | +48.2% | +43.6% |
| 5Y | -24.0% | -18.9% | -5.1% | -18.9% |
| All | +185.8% | +47.2% | +138.6% | +130.9% |
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