+140.6%
CNP vs UDR
+53.3%
+87.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +2.5% | -2.4% | +4.8% | +3.8% |
| 30D | +4.0% | +6.7% | -2.6% | +0.1% |
| 3M | +1.6% | -1.8% | +3.4% | +2.3% |
| 6M | -1.7% | -1.8% | +0.1% | -1.3% |
| YTD | +8.6% | +2.5% | +6.1% | +5.7% |
| 1Y | +5.8% | +7.9% | -2.1% | -0.3% |
| 3Y | +63.0% | +25.1% | +37.9% | +36.0% |
| 5Y | +74.7% | -21.2% | +95.8% | +91.3% |
| All | +140.6% | +53.3% | +87.2% | +83.8% |
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