+220,352.3%
CSCO vs UDR
+3,117.0%
+217,235.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | -2.0% | +1.3% | 0.0% |
| 30D | -10.1% | -5.2% | -4.9% | -8.6% |
| 3M | -15.7% | -5.8% | -9.9% | -14.4% |
| 6M | +36.3% | -1.7% | +38.0% | +36.1% |
| YTD | +43.8% | +2.4% | +41.5% | +41.5% |
| 1Y | +63.9% | -2.1% | +66.1% | +63.3% |
| 3Y | +104.4% | +4.2% | +100.1% | +96.9% |
| 5Y | +111.4% | -20.0% | +131.3% | +120.7% |
| 10Y | +361.7% | +44.6% | +317.0% | +278.4% |
| All | +220,352.3% | +3,117.0% | +217,235.2% | +71,712.2% |
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