+387.6%
CPRT vs UDR
+47.3%
+340.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -8.4% | -3.4% | -5.0% | -7.1% |
| 30D | +4.6% | -5.4% | +10.0% | +7.0% |
| 3M | -1.9% | -10.0% | +8.0% | +2.4% |
| 6M | -15.3% | -2.5% | -12.8% | -14.6% |
| YTD | -21.5% | -1.1% | -20.3% | -21.3% |
| 1Y | -36.6% | -3.9% | -32.7% | -35.8% |
| 3Y | -31.2% | +3.4% | -34.6% | -33.2% |
| 5Y | -14.1% | -18.9% | +4.8% | -8.7% |
| All | +387.6% | +47.3% | +340.3% | +331.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling