+5,556.5%
CNQ vs UDR
+1,017.7%
+4,538.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -3.5% | +3.6% | +1.6% |
| 30D | +6.2% | -5.3% | +11.5% | +8.6% |
| 3M | +12.4% | -9.5% | +21.9% | +16.9% |
| 6M | +9.0% | -0.7% | +9.7% | +8.4% |
| YTD | +52.2% | -1.2% | +53.4% | +51.4% |
| 1Y | +65.0% | -5.7% | +70.8% | +67.0% |
| 3Y | +78.8% | +3.7% | +75.1% | +69.8% |
| 5Y | +286.0% | -18.9% | +304.9% | +302.9% |
| 10Y | +420.7% | +46.7% | +374.0% | +317.6% |
| All | +5,556.5% | +1,017.7% | +4,538.9% | +2,576.6% |
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