+696.9%
CLF vs UDR
+2,878.3%
-2,181.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -2.0% | +9.6% | +8.8% |
| 30D | -1.2% | -5.2% | +4.0% | +1.6% |
| 3M | -13.4% | -5.8% | -7.6% | -11.1% |
| 6M | +15.4% | -1.7% | +17.1% | +15.4% |
| YTD | -5.9% | +2.4% | -8.2% | -7.9% |
| 1Y | +18.8% | -2.1% | +20.9% | +18.8% |
| 3Y | -19.4% | +4.2% | -23.6% | -23.4% |
| 5Y | -47.7% | -20.0% | -27.7% | -42.6% |
| 10Y | +130.4% | +44.6% | +85.7% | +76.1% |
| All | +696.9% | +2,878.3% | -2,181.4% | +141.1% |
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