+198,812.7%
CSCO vs UDR
+3,169.0%
+195,643.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | +2.0% | -6.7% | -5.3% |
| 30D | -17.1% | +7.9% | -25.0% | -19.3% |
| 3M | -19.6% | -1.5% | -18.2% | -19.4% |
| 6M | +2.4% | +0.9% | +1.5% | +1.3% |
| YTD | +29.8% | +4.0% | +25.8% | +26.7% |
| 1Y | +38.7% | +10.4% | +28.3% | +32.5% |
| 3Y | +101.3% | +26.9% | +74.4% | +81.1% |
| 5Y | +94.8% | -19.4% | +114.2% | +102.7% |
| 10Y | +324.2% | +57.0% | +267.2% | +238.0% |
| All | +198,812.7% | +3,169.0% | +195,643.8% | +64,232.2% |
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