+256.9%
CP vs UDR
+56.7%
+200.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.7% | -1.8% | +1.1% | +0.1% |
| 30D | +9.6% | +7.9% | +1.7% | +6.3% |
| 3M | +2.2% | -0.8% | +3.0% | +2.5% |
| 6M | +11.1% | 0.0% | +11.1% | +10.9% |
| YTD | +28.2% | +3.7% | +24.4% | +25.8% |
| 1Y | +32.2% | +8.5% | +23.6% | +27.2% |
| 3Y | +35.5% | +26.6% | +9.0% | +20.4% |
| 5Y | +26.8% | -20.2% | +47.0% | +34.7% |
| 10Y | +256.9% | +54.7% | +202.2% | +227.5% |
| All | +256.9% | +56.7% | +200.3% | +227.5% |
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