-13.3%
CLF vs UDR
+6.2%
-19.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -2.0% | +9.6% | +8.5% |
| 30D | -1.2% | -5.2% | +4.0% | +1.1% |
| 3M | -13.4% | -5.8% | -7.6% | -11.6% |
| 6M | +15.4% | -1.7% | +17.1% | +15.2% |
| YTD | -5.9% | +2.4% | -8.2% | -7.5% |
| 1Y | +18.8% | -2.1% | +20.9% | +19.2% |
| All | -13.3% | +6.2% | -19.6% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling