+89.6%
CL vs UDR
+54.6%
+35.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | +8.0% | +7.8% | +0.3% | +5.5% |
| 3M | +7.9% | -2.8% | +10.6% | +8.9% |
| 6M | +14.7% | -1.4% | +16.2% | +15.2% |
| YTD | +29.2% | +3.4% | +25.8% | +27.4% |
| 1Y | +29.5% | +9.9% | +19.7% | +25.3% |
| 3Y | +40.7% | +28.5% | +12.2% | +28.0% |
| 5Y | +43.9% | -20.5% | +64.3% | +51.3% |
| All | +89.6% | +54.6% | +35.0% | +55.9% |
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