+377.3%
CSCO vs UDR
+44.7%
+332.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | 0.0% | -3.3% | +3.2% | +1.1% |
| 30D | -10.7% | -5.6% | -5.1% | -9.0% |
| 3M | -8.7% | -9.4% | +0.7% | -6.0% |
| 6M | +44.9% | -3.0% | +47.9% | +45.1% |
| YTD | +44.1% | -0.4% | +44.5% | +42.9% |
| 1Y | +65.9% | -5.1% | +71.0% | +67.1% |
| 3Y | +109.0% | +4.2% | +104.8% | +100.7% |
| 5Y | +114.8% | -19.5% | +134.3% | +124.7% |
| 10Y | +377.3% | +47.9% | +329.5% | +306.6% |
| All | +377.3% | +44.7% | +332.7% | +306.6% |
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