+206,635.5%
CSCO vs UDR
+3,121.7%
+203,513.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | +6.6% | -2.4% | +8.9% | +7.5% |
| 30D | -11.3% | +6.7% | -18.0% | -13.4% |
| 3M | -17.3% | -1.8% | -15.6% | -17.1% |
| 6M | +3.5% | -1.8% | +5.3% | +3.4% |
| YTD | +34.9% | +2.5% | +32.4% | +32.4% |
| 1Y | +40.5% | +7.9% | +32.6% | +35.3% |
| 3Y | +109.3% | +25.1% | +84.2% | +89.2% |
| 5Y | +105.9% | -21.2% | +127.1% | +115.9% |
| 10Y | +335.8% | +52.9% | +282.9% | +250.3% |
| All | +206,635.5% | +3,121.7% | +203,513.8% | +67,087.6% |
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 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