+7,738.0%
CP vs UDR
+2,918.1%
+4,819.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +2.2% | -0.8% | +3.0% | +2.5% |
| 6M | +11.1% | 0.0% | +11.1% | +11.0% |
| YTD | +28.2% | +3.7% | +24.4% | +26.2% |
| 1Y | +32.2% | +8.5% | +23.6% | +28.1% |
| 3Y | +35.5% | +26.6% | +9.0% | +23.4% |
| 5Y | +26.8% | -20.2% | +47.0% | +33.7% |
| 10Y | +256.9% | +54.7% | +202.2% | +193.5% |
| All | +7,738.0% | +2,918.1% | +4,819.9% | +3,242.2% |
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 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