-35.3%
CPB vs UDR
+27.3%
-62.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.8% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | +19.2% | +7.8% | +11.5% | +15.4% |
| 3M | -0.9% | -2.8% | +1.8% | +0.3% |
| 6M | +15.2% | -1.4% | +16.7% | +16.5% |
| YTD | -13.1% | +3.4% | -16.5% | -13.9% |
| 1Y | -22.4% | +9.9% | -32.3% | -25.0% |
| 3Y | -35.3% | +28.5% | -63.8% | -37.5% |
| All | -35.3% | +27.3% | -62.6% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling