-40.9%
CPB vs UDR
-20.3%
-20.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -5.4% | -3.4% | -2.0% | -4.4% |
| 30D | -7.8% | -5.4% | -2.4% | -6.3% |
| 3M | -6.9% | -10.0% | +3.0% | -3.9% |
| 6M | -12.2% | -2.5% | -9.6% | -11.2% |
| YTD | -21.1% | -1.1% | -19.9% | -20.5% |
| 1Y | -33.5% | -3.9% | -29.6% | -32.7% |
| 3Y | -43.2% | +3.4% | -46.6% | -43.2% |
| 5Y | -40.9% | -18.9% | -22.0% | -39.3% |
| All | -40.9% | -20.3% | -20.6% | -39.3% |
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