+630.6%
CLF vs UDR
+2,919.7%
-2,289.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.3% |
| 7D | -19.6% | +3.0% | -22.6% | -21.1% |
| 30D | -5.0% | +10.3% | -15.2% | -10.6% |
| 3M | -6.3% | -2.9% | -3.4% | -5.5% |
| 6M | +2.8% | +0.3% | +2.5% | +1.1% |
| YTD | -13.7% | +3.8% | -17.5% | -16.7% |
| 1Y | +13.6% | +12.7% | +0.8% | +4.6% |
| 3Y | -34.0% | +27.6% | -61.6% | -44.4% |
| 5Y | -48.7% | -18.6% | -30.1% | -44.5% |
| 10Y | +113.4% | +52.4% | +61.0% | +57.1% |
| All | +630.6% | +2,919.7% | -2,289.2% | +118.0% |
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 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