+272.1%
CNQ vs UDR
-20.2%
+292.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -3.5% | +3.6% | +1.2% |
| 30D | +6.2% | -5.3% | +11.5% | +7.9% |
| 3M | +12.4% | -9.5% | +21.9% | +15.4% |
| 6M | +9.0% | -0.7% | +9.7% | +8.4% |
| YTD | +52.2% | -1.2% | +53.4% | +51.5% |
| 1Y | +65.0% | -5.7% | +70.8% | +66.7% |
| 3Y | +78.8% | +3.7% | +75.1% | +70.4% |
| All | +272.1% | -20.2% | +292.2% | +303.9% |
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