+167.6%
COPX vs UDR
-20.3%
+187.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -6.7% |
| 7D | -2.9% | -3.4% | +0.5% | -1.6% |
| 30D | 0.0% | -5.4% | +5.5% | +2.1% |
| 3M | +14.8% | -10.0% | +24.8% | +19.0% |
| 6M | +7.0% | -2.5% | +9.6% | +7.1% |
| YTD | +23.8% | -1.1% | +25.0% | +22.8% |
| 1Y | +75.7% | -3.9% | +79.6% | +76.1% |
| 3Y | +156.4% | +3.4% | +153.0% | +145.2% |
| 5Y | +167.6% | -18.9% | +186.5% | +185.1% |
| All | +167.6% | -20.3% | +187.8% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling