+32.4%
CNI vs UDR
-3.8%
+36.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | -3.5% | +3.1% | +0.8% |
| 30D | -2.7% | -5.3% | +2.6% | -1.0% |
| 3M | +3.9% | -9.5% | +13.5% | +7.3% |
| 6M | +16.4% | -0.7% | +17.0% | +16.6% |
| YTD | +25.8% | -1.2% | +27.0% | +25.6% |
| 1Y | +32.4% | -5.7% | +38.1% | +29.2% |
| All | +32.4% | -3.8% | +36.2% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling