+838.1%
CLS vs UDR
+27.3%
+810.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.2% | -5.3% |
| 7D | +16.3% | -0.4% | +16.7% | +16.2% |
| 30D | -25.7% | +7.8% | -33.4% | -25.0% |
| 3M | -30.9% | -2.8% | -28.1% | -30.6% |
| 6M | -35.5% | -1.4% | -34.0% | -35.7% |
| YTD | -18.7% | +3.4% | -22.1% | -19.4% |
| 1Y | -17.9% | +9.9% | -27.8% | -19.7% |
| 3Y | +838.1% | +28.5% | +809.6% | +728.7% |
| All | +838.1% | +27.3% | +810.8% | +728.7% |
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