+116.6%
CIEN vs UDR
+1,074.4%
-957.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.4% | -5.0% |
| 7D | +15.3% | -0.4% | +15.6% | +15.5% |
| 30D | -22.0% | +7.8% | -29.7% | -25.3% |
| 3M | -36.6% | -2.8% | -33.9% | -36.3% |
| 6M | -51.5% | -1.4% | -50.0% | -52.1% |
| YTD | +20.0% | +3.4% | +16.6% | +14.8% |
| 1Y | +44.5% | +9.9% | +34.6% | +34.0% |
| 3Y | +539.0% | +28.5% | +510.5% | +439.7% |
| 5Y | +356.8% | -20.5% | +377.3% | +382.7% |
| 10Y | +1,190.4% | +54.2% | +1,136.2% | +804.5% |
| All | +116.6% | +1,074.4% | -957.7% | -44.4% |
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