+2,609.7%
CLS vs UDR
+1,083.0%
+1,526.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +5.1% |
| 7D | +23.5% | -2.4% | +25.9% | +24.8% |
| 30D | -28.9% | +6.7% | -35.6% | -31.3% |
| 3M | -25.2% | -1.8% | -23.4% | -25.2% |
| 6M | -32.1% | -1.8% | -30.3% | -33.0% |
| YTD | -14.1% | +2.5% | -16.6% | -17.5% |
| 1Y | -24.1% | +7.9% | -32.0% | -28.8% |
| 3Y | +897.0% | +25.1% | +871.9% | +753.6% |
| 5Y | +2,089.9% | -21.2% | +2,111.1% | +2,187.3% |
| 10Y | +2,022.2% | +52.9% | +1,969.3% | +1,515.1% |
| All | +2,609.7% | +1,083.0% | +1,526.7% | +601.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling