+36.7%
CLS vs UDR
-4.3%
+40.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | -0.6% |
| 7D | +20.1% | -3.3% | +23.4% | +16.9% |
| 30D | +6.0% | -5.6% | +11.7% | +1.1% |
| 3M | -10.3% | -9.4% | -0.9% | -16.8% |
| 6M | +24.5% | -3.0% | +27.5% | +21.0% |
| YTD | +12.9% | -0.4% | +13.2% | +14.2% |
| 1Y | +36.7% | -5.1% | +41.8% | +32.6% |
| All | +36.7% | -4.3% | +40.9% | +32.6% |
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