+31.8%
CLX vs UDR
+54.6%
-22.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +9.5% | -0.4% | +9.9% | +9.6% |
| 30D | +30.7% | +7.8% | +22.9% | +28.7% |
| 3M | +4.2% | -2.8% | +7.0% | +4.9% |
| 6M | +22.1% | -1.4% | +23.6% | +22.6% |
| YTD | +14.1% | +3.4% | +10.7% | +13.3% |
| 1Y | +10.3% | +9.9% | +0.4% | +8.3% |
| 3Y | -7.8% | +28.5% | -36.3% | -11.9% |
| 5Y | -20.8% | -20.5% | -0.4% | -19.3% |
| All | +31.8% | +54.6% | -22.9% | +10.9% |
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