+20,793.5%
CPRT vs UDR
+1,374.6%
+19,418.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | +21.2% | +7.8% | +13.4% | +18.7% |
| 3M | +8.3% | -2.8% | +11.1% | +9.2% |
| 6M | -3.4% | -1.4% | -1.9% | -2.9% |
| YTD | -18.7% | +3.4% | -22.1% | -19.5% |
| 1Y | -23.5% | +9.9% | -33.4% | -25.6% |
| 3Y | -34.2% | +28.5% | -62.7% | -39.0% |
| 5Y | -18.2% | -20.5% | +2.3% | -14.1% |
| 10Y | +370.9% | +54.2% | +316.7% | +308.6% |
| All | +20,793.5% | +1,374.6% | +19,418.9% | +9,663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling