+1,146.8%
CIEN vs UDR
+54.6%
+1,092.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.4% | -4.9% |
| 7D | +15.3% | -0.4% | +15.6% | +15.4% |
| 30D | -22.0% | +7.8% | -29.7% | -24.4% |
| 3M | -36.6% | -2.8% | -33.9% | -36.3% |
| 6M | -51.5% | -1.4% | -50.0% | -52.0% |
| YTD | +20.0% | +3.4% | +16.6% | +15.8% |
| 1Y | +44.5% | +9.9% | +34.6% | +35.9% |
| 3Y | +539.0% | +28.5% | +510.5% | +459.2% |
| 5Y | +356.8% | -20.5% | +377.3% | +377.9% |
| All | +1,146.8% | +54.6% | +1,092.2% | +917.8% |
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