+5,315.6%
CL vs UDR
+2,919.7%
+2,395.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +1.3% | +3.0% | -1.7% | +0.8% |
| 30D | +11.4% | +10.3% | +1.1% | +9.3% |
| 3M | +4.4% | -2.9% | +7.3% | +5.0% |
| 6M | +10.8% | +0.3% | +10.5% | +10.7% |
| YTD | +25.1% | +3.8% | +21.3% | +24.1% |
| 1Y | +28.0% | +12.7% | +15.2% | +24.9% |
| 3Y | +37.6% | +27.6% | +10.0% | +30.6% |
| 5Y | +39.7% | -18.6% | +58.3% | +43.0% |
| 10Y | +75.8% | +52.4% | +23.4% | +58.6% |
| All | +5,315.6% | +2,919.7% | +2,395.9% | +2,942.2% |
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