+11.5%
CLF vs UDR
-2.7%
+14.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | +6.5% | -2.1% | +8.6% | +7.0% |
| 30D | +0.2% | -5.6% | +5.9% | +1.7% |
| 3M | -3.1% | -5.8% | +2.7% | -2.2% |
| 6M | +25.0% | -1.1% | +26.1% | +23.9% |
| YTD | -7.5% | +1.6% | -9.1% | -6.5% |
| 1Y | +11.5% | -2.7% | +14.2% | +8.6% |
| All | +11.5% | -2.7% | +14.2% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling