+53.4%
CL vs UDR
+42.1%
+11.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.4% | -2.1% | +0.7% | -0.7% |
| 30D | -5.2% | -5.6% | +0.4% | -3.4% |
| 3M | +3.3% | -5.8% | +9.1% | +5.3% |
| 6M | -4.4% | -1.1% | -3.3% | -4.1% |
| YTD | +13.9% | +1.6% | +12.3% | +13.0% |
| 1Y | +7.6% | -2.7% | +10.3% | +8.2% |
| 3Y | +29.6% | +6.3% | +23.3% | +25.2% |
| 5Y | +28.1% | -19.3% | +47.4% | +33.8% |
| 10Y | +53.4% | +46.0% | +7.4% | +26.3% |
| All | +53.4% | +42.1% | +11.3% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling