+132.5%
CNP vs UDR
+47.2%
+85.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.4% | -3.5% | +2.1% | +0.6% |
| 30D | -2.9% | -5.3% | +2.4% | +0.1% |
| 3M | -7.5% | -9.5% | +2.0% | -2.3% |
| 6M | -7.9% | -0.7% | -7.2% | -8.1% |
| YTD | +3.7% | -1.2% | +4.9% | +3.3% |
| 1Y | +4.6% | -5.7% | +10.3% | +6.9% |
| 3Y | +49.1% | +3.7% | +45.4% | +39.8% |
| 5Y | +69.2% | -18.9% | +88.2% | +81.1% |
| All | +132.5% | +47.2% | +85.3% | +77.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling