+34.0%
CLSK vs UDR
-3.8%
+37.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | +7.7% | -3.5% | +11.2% | +6.4% |
| 30D | +12.2% | -5.3% | +17.5% | +10.2% |
| 3M | -15.5% | -9.5% | -5.9% | -18.6% |
| 6M | +39.3% | -0.7% | +40.0% | +31.0% |
| YTD | +35.1% | -1.2% | +36.3% | +30.8% |
| 1Y | +34.0% | -5.7% | +39.8% | +24.1% |
| All | +34.0% | -3.8% | +37.8% | +24.1% |
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 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