+127.6%
CLF vs UDR
+44.7%
+82.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.4% |
| 7D | -2.7% | -3.3% | +0.6% | -0.7% |
| 30D | -3.2% | -5.6% | +2.4% | 0.0% |
| 3M | -5.0% | -9.4% | +4.5% | +0.1% |
| 6M | +26.6% | -3.0% | +29.6% | +27.3% |
| YTD | -9.0% | -0.4% | -8.6% | -9.6% |
| 1Y | +11.8% | -5.1% | +17.0% | +13.9% |
| 3Y | -15.1% | +4.2% | -19.3% | -19.8% |
| 5Y | -48.2% | -19.5% | -28.7% | -42.9% |
| 10Y | +127.6% | +47.9% | +79.7% | +94.0% |
| All | +127.6% | +44.7% | +82.9% | +94.0% |
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