+92.2%
CNC vs UDR
+47.3%
+45.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -3.9% | -3.4% | -0.5% | -2.4% |
| 30D | +0.8% | -5.4% | +6.2% | +3.2% |
| 3M | +0.1% | -10.0% | +10.1% | +4.5% |
| 6M | +79.7% | -2.5% | +82.2% | +81.1% |
| YTD | +58.9% | -1.1% | +60.1% | +59.1% |
| 1Y | +109.1% | -3.9% | +113.0% | +111.6% |
| 3Y | 0.0% | +3.4% | -3.5% | -4.0% |
| 5Y | +9.5% | -18.9% | +28.4% | +15.9% |
| All | +92.2% | +47.3% | +45.0% | +65.4% |
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 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