+147.9%
CIEN vs UDR
+1,062.7%
-914.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -15.2% | -2.0% | -13.2% | -14.3% |
| 30D | -21.5% | -5.2% | -16.3% | -19.4% |
| 3M | -40.1% | -5.8% | -34.3% | -38.8% |
| 6M | -6.6% | -1.7% | -4.9% | -7.2% |
| YTD | +37.3% | +2.4% | +34.9% | +33.0% |
| 1Y | +174.5% | -2.1% | +176.7% | +170.7% |
| 3Y | +562.3% | +4.2% | +558.1% | +524.2% |
| 5Y | +463.9% | -20.0% | +483.9% | +498.1% |
| 10Y | +1,302.4% | +44.6% | +1,257.7% | +922.4% |
| All | +147.9% | +1,062.7% | -914.8% | -35.6% |
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 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