+31.5%
CP vs UDR
-18.0%
+49.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +2.4% | -2.1% | +4.5% | +3.3% |
| 30D | -0.5% | -5.6% | +5.1% | +1.9% |
| 3M | +1.4% | -5.8% | +7.2% | +3.9% |
| 6M | +10.3% | -1.1% | +11.4% | +10.5% |
| YTD | +24.3% | +1.6% | +22.7% | +23.0% |
| 1Y | +20.4% | -2.7% | +23.1% | +21.2% |
| 3Y | +21.8% | +6.3% | +15.5% | +15.7% |
| 5Y | +31.5% | -19.3% | +50.8% | +40.2% |
| All | +31.5% | -18.0% | +49.5% | +40.2% |
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