+3,682.3%
CLS vs UDR
-20.7%
+3,703.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | +20.1% | -3.3% | +23.4% | +21.2% |
| 30D | +6.0% | -5.6% | +11.7% | +7.7% |
| 3M | -10.3% | -9.4% | -0.9% | -8.3% |
| 6M | +24.5% | -3.0% | +27.5% | +23.4% |
| YTD | +12.9% | -0.4% | +13.2% | +10.1% |
| 1Y | +36.7% | -5.1% | +41.8% | +35.9% |
| 3Y | +1,328.1% | +4.2% | +1,323.9% | +1,209.8% |
| 5Y | +3,682.3% | -19.5% | +3,701.8% | +3,876.9% |
| All | +3,682.3% | -20.7% | +3,703.0% | +3,876.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling