+335.9%
COP vs UDR
+48.4%
+287.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.0% |
| 7D | -0.5% | -3.3% | +2.8% | +0.9% |
| 30D | +11.7% | -5.6% | +17.4% | +14.5% |
| 3M | +17.7% | -9.4% | +27.1% | +22.5% |
| 6M | +18.3% | -3.0% | +21.3% | +18.8% |
| YTD | +49.1% | -0.4% | +49.5% | +47.6% |
| 1Y | +53.3% | -5.1% | +58.5% | +54.9% |
| 3Y | +22.2% | +4.2% | +17.9% | +16.0% |
| 5Y | +193.3% | -19.5% | +212.8% | +210.0% |
| All | +335.9% | +48.4% | +287.5% | +296.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling