+2,953.7%
CLS vs UDR
+47.3%
+2,906.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +5.0% | -3.4% | +8.3% | +6.5% |
| 30D | +4.8% | -5.4% | +10.2% | +7.1% |
| 3M | -10.4% | -10.0% | -0.4% | -7.2% |
| 6M | +20.8% | -2.5% | +23.4% | +19.7% |
| YTD | +10.0% | -1.1% | +11.1% | +7.6% |
| 1Y | +28.5% | -3.9% | +32.4% | +26.8% |
| 3Y | +1,292.2% | +3.4% | +1,288.8% | +1,189.4% |
| 5Y | +3,616.8% | -18.9% | +3,635.7% | +3,757.7% |
| All | +2,953.7% | +47.3% | +2,906.4% | +2,632.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling