+1,312.5%
CLS vs UDR
+4.7%
+1,307.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.4% | +5.7% |
| 7D | +12.8% | -2.1% | +14.8% | +12.9% |
| 30D | +3.8% | -5.6% | +9.4% | +4.0% |
| 3M | -14.6% | -5.8% | -8.8% | -14.8% |
| 6M | +32.2% | -1.1% | +33.4% | +30.8% |
| YTD | +11.6% | +1.6% | +10.0% | +9.4% |
| 1Y | +35.1% | -2.7% | +37.7% | +34.3% |
| 3Y | +1,312.5% | +6.3% | +1,306.2% | +1,291.0% |
| All | +1,312.5% | +4.7% | +1,307.9% | +1,291.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling