+4,369.3%
CNC vs UDR
+677.6%
+3,691.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -4.9% | -3.3% | -1.6% | -3.8% |
| 30D | -3.8% | -5.6% | +1.9% | -1.8% |
| 3M | -3.2% | -9.4% | +6.2% | 0.0% |
| 6M | +47.9% | -3.0% | +50.8% | +49.3% |
| YTD | +55.7% | -0.4% | +56.1% | +55.5% |
| 1Y | +106.2% | -5.1% | +111.4% | +109.3% |
| 3Y | -2.1% | +4.2% | -6.3% | -5.2% |
| 5Y | +3.4% | -19.5% | +22.9% | +8.4% |
| 10Y | +91.7% | +47.9% | +43.8% | +60.1% |
| All | +4,369.3% | +677.6% | +3,691.7% | +2,080.3% |
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