+20.8%
COP vs UDR
+4.7%
+16.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -0.8% | -2.1% | +1.2% | -0.4% |
| 30D | +15.6% | -5.6% | +21.2% | +17.1% |
| 3M | +14.3% | -5.8% | +20.1% | +15.8% |
| 6M | +17.0% | -1.1% | +18.1% | +16.9% |
| YTD | +47.4% | +1.6% | +45.8% | +45.8% |
| 1Y | +52.4% | -2.7% | +55.1% | +52.6% |
| 3Y | +20.8% | +6.3% | +14.5% | +19.0% |
| All | +20.8% | +4.7% | +16.1% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling