+378.7%
CIEN vs UDR
-21.2%
+400.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +27.4% | -2.4% | +29.8% | +28.3% |
| 30D | -26.6% | +6.7% | -33.3% | -28.6% |
| 3M | -32.0% | -1.8% | -30.2% | -31.9% |
| 6M | -49.1% | -1.8% | -47.3% | -49.7% |
| YTD | +25.7% | +2.5% | +23.2% | +21.1% |
| 1Y | +40.3% | +7.9% | +32.4% | +31.7% |
| 3Y | +566.2% | +25.1% | +541.1% | +473.5% |
| 5Y | +378.7% | -21.2% | +399.9% | +417.2% |
| All | +378.7% | -21.2% | +400.0% | +417.2% |
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 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