-46.9%
CPNG vs UDR
+14.9%
-61.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +11.2% |
| 7D | +20.8% | +7.2% | +13.6% | +19.5% |
| 30D | +20.1% | +10.5% | +9.6% | +18.3% |
| 3M | +1.6% | -2.3% | +3.9% | +0.8% |
| 6M | -15.8% | +4.0% | -19.8% | -18.7% |
| YTD | -27.7% | +5.6% | -33.3% | -30.7% |
| 1Y | -46.9% | +13.0% | -60.0% | -50.4% |
| All | -46.9% | +14.9% | -61.8% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling