-58.1%
CLSK vs UDR
+14.9%
-73.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.6% | -20.2% | -14.7% |
| 7D | -20.7% | +7.2% | -28.0% | -17.9% |
| 30D | -45.5% | +10.5% | -56.0% | -43.0% |
| 3M | -52.0% | -2.3% | -49.7% | -51.5% |
| 6M | -47.0% | +4.0% | -50.9% | -48.6% |
| YTD | -32.8% | +5.6% | -38.4% | -33.3% |
| 1Y | -58.1% | +13.0% | -71.1% | -60.2% |
| All | -58.1% | +14.9% | -73.0% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling