+4,850.5%
CL vs UDR
+2,878.3%
+1,972.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | -2.0% | -0.2% | -1.8% |
| 30D | -4.8% | -5.2% | +0.4% | -3.8% |
| 3M | +4.9% | -5.8% | +10.7% | +6.1% |
| 6M | -5.7% | -1.7% | -4.0% | -5.5% |
| YTD | +14.4% | +2.4% | +12.0% | +13.7% |
| 1Y | +8.7% | -2.1% | +10.9% | +9.0% |
| 3Y | +30.0% | +4.2% | +25.8% | +28.0% |
| 5Y | +28.4% | -20.0% | +48.4% | +31.8% |
| 10Y | +50.1% | +44.6% | +5.4% | +36.6% |
| All | +4,850.5% | +2,878.3% | +1,972.2% | +2,687.9% |
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 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