+337.5%
COP vs UDR
+47.3%
+290.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +1.0% | -3.4% | +4.4% | +2.5% |
| 30D | +9.6% | -5.4% | +15.0% | +12.2% |
| 3M | +15.0% | -10.0% | +25.0% | +20.1% |
| 6M | +21.8% | -2.5% | +24.3% | +22.0% |
| YTD | +49.6% | -1.1% | +50.7% | +48.6% |
| 1Y | +49.9% | -3.9% | +53.8% | +50.6% |
| 3Y | +22.6% | +3.4% | +19.2% | +16.8% |
| 5Y | +193.6% | -18.9% | +212.5% | +208.7% |
| All | +337.5% | +47.3% | +290.3% | +298.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling