+44.4%
UDR vs CPAY
+155.2%
-110.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.5% | -2.0% | -1.5% | -2.8% |
| 30D | -5.3% | -0.4% | -4.9% | -5.2% |
| 3M | -9.5% | +16.4% | -25.9% | -14.3% |
| 6M | -0.7% | +23.5% | -24.2% | -8.6% |
| YTD | -1.2% | +35.7% | -36.8% | -13.0% |
| 1Y | -5.7% | +30.2% | -35.9% | -16.1% |
| 3Y | +3.7% | +49.7% | -46.0% | -14.9% |
| 5Y | -18.9% | +56.6% | -75.5% | -36.4% |
| All | +44.4% | +155.2% | -110.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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