-61.9%
CLSK vs UDR
+49.7%
-111.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.6% |
| 7D | +17.2% | -3.3% | +20.5% | +19.0% |
| 30D | +14.6% | -5.6% | +20.2% | +17.4% |
| 3M | -16.8% | -9.4% | -7.4% | -13.9% |
| 6M | +38.2% | -3.0% | +41.1% | +37.5% |
| YTD | +31.2% | -0.4% | +31.6% | +28.9% |
| 1Y | +37.3% | -5.1% | +42.5% | +37.6% |
| 3Y | +201.8% | +4.2% | +197.6% | +191.6% |
| 5Y | -1.6% | -19.5% | +18.0% | +4.2% |
| All | -61.9% | +49.7% | -111.7% | -69.7% |
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