+345.0%
CPB vs UDR
+2,878.3%
-2,533.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -8.6% | -2.0% | -6.6% | -8.3% |
| 30D | -7.2% | -5.2% | -2.1% | -6.5% |
| 3M | +0.9% | -5.8% | +6.7% | +1.8% |
| 6M | -11.8% | -1.7% | -10.1% | -11.5% |
| YTD | -19.4% | +2.4% | -21.8% | -19.6% |
| 1Y | -30.4% | -2.1% | -28.3% | -30.2% |
| 3Y | -40.2% | +4.2% | -44.4% | -40.6% |
| 5Y | -39.5% | -20.0% | -19.5% | -38.3% |
| 10Y | -47.4% | +44.6% | -92.0% | -51.1% |
| All | +345.0% | +2,878.3% | -2,533.3% | +223.4% |
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