+74.6%
CLF vs UDR
+54.6%
+20.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | +10.4% | -0.4% | +10.8% | +10.6% |
| 30D | +0.6% | +7.8% | -7.2% | -4.5% |
| 3M | +4.1% | -2.8% | +6.9% | +5.1% |
| 6M | +15.1% | -1.4% | +16.5% | +14.3% |
| YTD | -4.7% | +3.4% | -8.1% | -8.0% |
| 1Y | +20.4% | +9.9% | +10.5% | +11.9% |
| 3Y | -23.4% | +28.5% | -51.9% | -36.8% |
| 5Y | -43.3% | -20.5% | -22.8% | -37.2% |
| All | +74.6% | +54.6% | +20.0% | +59.9% |
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