+3,231.7%
CLS vs UDR
+1,081.2%
+2,150.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -2.0% | +6.6% | +5.5% |
| 30D | -13.9% | -5.2% | -8.7% | -11.9% |
| 3M | -26.6% | -5.8% | -20.8% | -25.4% |
| 6M | +15.4% | -1.7% | +17.1% | +14.3% |
| YTD | +5.7% | +2.4% | +3.3% | +2.2% |
| 1Y | +41.1% | -2.1% | +43.2% | +38.5% |
| 3Y | +1,228.6% | +4.2% | +1,224.4% | +1,145.2% |
| 5Y | +3,240.6% | -20.0% | +3,260.6% | +3,390.9% |
| 10Y | +2,760.3% | +44.6% | +2,715.7% | +2,141.2% |
| All | +3,231.7% | +1,081.2% | +2,150.5% | +769.0% |
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 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