+32.1%
CL vs UDR
+14.9%
+17.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +1.7% |
| 7D | +7.7% | +7.2% | +0.5% | +4.6% |
| 30D | +15.2% | +10.5% | +4.8% | +10.7% |
| 3M | +7.3% | -2.3% | +9.6% | +7.9% |
| 6M | +17.0% | +4.0% | +13.0% | +15.6% |
| YTD | +28.0% | +5.6% | +22.4% | +24.1% |
| 1Y | +32.1% | +13.0% | +19.1% | +23.4% |
| All | +32.1% | +14.9% | +17.2% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling