-22.4%
CPNG vs UDR
+3.4%
-25.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -5.4% | -3.4% | -2.0% | -4.3% |
| 30D | -11.1% | -5.4% | -5.7% | -9.4% |
| 3M | -3.0% | -10.0% | +7.0% | +0.1% |
| 6M | -23.5% | -2.5% | -21.0% | -23.7% |
| YTD | -37.8% | -1.1% | -36.7% | -38.5% |
| 1Y | -54.3% | -3.9% | -50.4% | -54.3% |
| All | -22.4% | +3.4% | -25.7% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling