-24.5%
CGNX vs UDR
-20.2%
-4.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 3M | +3.5% | -9.5% | +13.1% | +8.0% |
| 6M | +26.3% | -0.7% | +26.9% | +24.8% |
| YTD | +79.2% | -1.2% | +80.4% | +75.0% |
| 1Y | +43.8% | -5.7% | +49.5% | +44.2% |
| 3Y | +52.0% | +3.7% | +48.2% | +40.0% |
| All | -24.5% | -20.2% | -4.3% | -14.6% |
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