+7,539.9%
CP vs UDR
+2,878.3%
+4,661.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -2.0% | -0.7% | -2.0% |
| 30D | +0.2% | -5.2% | +5.4% | +2.0% |
| 3M | +2.6% | -5.8% | +8.4% | +4.6% |
| 6M | +6.0% | -1.7% | +7.7% | +6.3% |
| YTD | +24.9% | +2.4% | +22.6% | +23.6% |
| 1Y | +20.1% | -2.1% | +22.2% | +20.5% |
| 3Y | +16.4% | +4.2% | +12.2% | +13.0% |
| 5Y | +31.7% | -20.0% | +51.7% | +38.8% |
| 10Y | +223.9% | +44.6% | +179.2% | +171.8% |
| All | +7,539.9% | +2,878.3% | +4,661.7% | +3,172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling