+21.3%
CP vs UDR
-4.3%
+25.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +0.6% | -3.3% | +3.8% | +1.9% |
| 30D | -0.5% | -5.6% | +5.2% | +1.8% |
| 3M | +0.1% | -9.4% | +9.5% | +3.9% |
| 6M | +7.8% | -3.0% | +10.8% | +9.3% |
| YTD | +22.9% | -0.4% | +23.2% | +22.6% |
| 1Y | +21.3% | -5.1% | +26.5% | +20.5% |
| All | +21.3% | -4.3% | +25.6% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling