+5,709.6%
COF vs UDR
+1,433.0%
+4,276.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.1% |
| 7D | +1.2% | -2.1% | +3.3% | +2.7% |
| 30D | -1.4% | -5.6% | +4.2% | +2.5% |
| 3M | +19.0% | -5.8% | +24.8% | +23.4% |
| 6M | +14.9% | -1.1% | +16.0% | +14.7% |
| YTD | -10.7% | +1.6% | -12.3% | -12.7% |
| 1Y | -1.3% | -2.7% | +1.4% | -0.9% |
| 3Y | +124.3% | +6.3% | +118.0% | +107.0% |
| 5Y | +51.1% | -19.3% | +70.5% | +66.6% |
| 10Y | +252.4% | +46.0% | +206.4% | +151.7% |
| All | +5,709.6% | +1,433.0% | +4,276.6% | +1,032.1% |
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