-29.6%
CLS vs UDR
+14.9%
-44.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.6% | -12.6% | -5.6% |
| 7D | -21.1% | +7.2% | -28.4% | -15.4% |
| 30D | -38.2% | +10.5% | -48.7% | -32.0% |
| 3M | -36.3% | -2.3% | -34.0% | -36.4% |
| 6M | -43.8% | +4.0% | -47.8% | -41.9% |
| YTD | -20.0% | +5.6% | -25.6% | -14.3% |
| 1Y | -29.6% | +13.0% | -42.6% | -26.2% |
| All | -29.6% | +14.9% | -44.5% | -26.2% |
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 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