+205.5%
CLSK vs UDR
+3.4%
+202.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | +1.7% | -3.4% | +5.1% | +4.1% |
| 30D | +11.1% | -5.4% | +16.5% | +14.9% |
| 3M | -14.1% | -10.0% | -4.1% | -9.6% |
| 6M | +32.9% | -2.5% | +35.5% | +29.3% |
| YTD | +26.5% | -1.1% | +27.6% | +21.2% |
| 1Y | +27.6% | -3.9% | +31.5% | +24.8% |
| All | +205.5% | +3.4% | +202.1% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling