-1.4%
CLX vs UDR
+44.7%
-46.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.8% |
| 7D | -4.9% | -3.3% | -1.7% | -4.3% |
| 30D | -15.8% | -5.6% | -10.2% | -14.8% |
| 3M | -7.9% | -9.4% | +1.5% | -6.0% |
| 6M | -19.0% | -3.0% | -16.1% | -18.5% |
| YTD | -7.9% | -0.4% | -7.5% | -7.9% |
| 1Y | -25.4% | -5.1% | -20.2% | -24.6% |
| 3Y | -35.0% | +4.2% | -39.2% | -35.7% |
| 5Y | -36.8% | -19.5% | -17.2% | -35.5% |
| 10Y | -1.4% | +47.9% | -49.3% | -17.8% |
| All | -1.4% | +44.7% | -46.1% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling