+365.2%
CPB vs UDR
+2,882.6%
-2,517.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -5.8% | -2.4% | -3.4% | -5.5% |
| 30D | +16.5% | +6.7% | +9.8% | +15.5% |
| 3M | -1.1% | -1.8% | +0.7% | -0.8% |
| 6M | +11.5% | -1.8% | +13.3% | +11.9% |
| YTD | -15.7% | +2.5% | -18.3% | -16.0% |
| 1Y | -24.7% | +7.9% | -32.6% | -25.4% |
| 3Y | -37.3% | +25.1% | -62.4% | -39.2% |
| 5Y | -35.0% | -21.2% | -13.9% | -33.6% |
| 10Y | -41.0% | +52.9% | -94.0% | -45.5% |
| All | +365.2% | +2,882.6% | -2,517.4% | +238.2% |
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