-70.2%
CPNG vs UDR
+0.3%
-70.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -5.4% | -3.4% | -2.0% | -3.9% |
| 30D | -11.1% | -5.4% | -5.7% | -8.8% |
| 3M | -3.0% | -10.0% | +7.0% | +1.2% |
| 6M | -23.5% | -2.5% | -21.0% | -23.5% |
| YTD | -37.8% | -1.1% | -36.7% | -38.3% |
| 1Y | -54.3% | -3.9% | -50.4% | -54.2% |
| 3Y | -20.8% | +3.4% | -24.2% | -24.9% |
| 5Y | -51.1% | -18.9% | -32.2% | -49.9% |
| All | -70.2% | +0.3% | -70.5% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling