-48.2%
CMCSA vs UDR
-20.7%
-27.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -5.9% |
| 7D | -8.3% | -3.3% | -5.0% | -7.1% |
| 30D | -2.4% | -5.6% | +3.2% | -0.3% |
| 3M | +4.5% | -9.4% | +13.9% | +8.4% |
| 6M | -18.8% | -3.0% | -15.8% | -18.0% |
| YTD | -8.9% | -0.4% | -8.5% | -9.0% |
| 1Y | -18.3% | -5.1% | -13.2% | -17.0% |
| 3Y | -35.0% | +4.2% | -39.2% | -36.8% |
| 5Y | -48.2% | -19.5% | -28.6% | -46.9% |
| All | -48.2% | -20.7% | -27.5% | -46.9% |
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