+76.0%
CNP vs UDR
-19.0%
+95.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -3.0% | +2.0% | -5.1% | -3.9% |
| 30D | +6.8% | +7.9% | -1.1% | +3.5% |
| 3M | +3.6% | -1.5% | +5.1% | +4.1% |
| 6M | 0.0% | +0.9% | -0.9% | -0.7% |
| YTD | +9.4% | +4.0% | +5.4% | +6.8% |
| 1Y | +6.8% | +10.4% | -3.5% | +1.5% |
| 3Y | +64.2% | +26.9% | +37.2% | +43.2% |
| 5Y | +76.0% | -19.4% | +95.4% | +87.7% |
| All | +76.0% | -19.0% | +95.0% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling