+6,430.4%
CNI vs UDR
+1,098.3%
+5,332.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.1% |
| 7D | +0.9% | -3.3% | +4.1% | +2.0% |
| 30D | -2.1% | -5.6% | +3.5% | -0.2% |
| 3M | +1.8% | -9.4% | +11.2% | +5.3% |
| 6M | +14.8% | -3.0% | +17.8% | +15.7% |
| YTD | +25.4% | -0.4% | +25.8% | +25.1% |
| 1Y | +32.9% | -5.1% | +38.1% | +34.7% |
| 3Y | +20.2% | +4.2% | +16.0% | +16.5% |
| 5Y | +12.2% | -19.5% | +31.7% | +17.5% |
| 10Y | +136.0% | +47.9% | +88.1% | +93.2% |
| All | +6,430.4% | +1,098.3% | +5,332.2% | +2,503.0% |
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