+407.9%
CPRT vs UDR
+48.4%
+359.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.9% |
| 7D | -0.4% | -3.3% | +2.8% | +1.0% |
| 30D | +8.2% | -5.6% | +13.9% | +10.9% |
| 3M | +2.3% | -9.4% | +11.7% | +6.6% |
| 6M | -14.7% | -3.0% | -11.8% | -13.9% |
| YTD | -18.2% | -0.4% | -17.8% | -18.3% |
| 1Y | -33.4% | -5.1% | -28.2% | -32.2% |
| 3Y | -28.3% | +4.2% | -32.5% | -30.7% |
| 5Y | -9.8% | -19.5% | +9.7% | -3.9% |
| All | +407.9% | +48.4% | +359.5% | +348.4% |
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 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