+12,063.9%
CGNX vs UDR
+2,776.7%
+9,287.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.5% | -3.4% | +4.9% | +3.0% |
| 30D | -1.8% | -5.4% | +3.6% | +0.5% |
| 3M | +5.3% | -10.0% | +15.2% | +9.5% |
| 6M | +22.3% | -2.5% | +24.8% | +22.6% |
| YTD | +72.2% | -1.1% | +73.3% | +70.3% |
| 1Y | +39.8% | -3.9% | +43.7% | +39.8% |
| 3Y | +44.8% | +3.4% | +41.4% | +39.1% |
| 5Y | -27.0% | -18.9% | -8.2% | -22.3% |
| 10Y | +177.7% | +46.8% | +130.9% | +121.3% |
| All | +12,063.9% | +2,776.7% | +9,287.2% | +2,342.2% |
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