-22.9%
CLX vs UDR
-19.1%
-3.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +13.6% | +2.0% | +11.6% | +13.0% |
| 30D | +29.1% | +7.9% | +21.2% | +26.0% |
| 3M | +1.6% | -1.5% | +3.1% | +2.0% |
| 6M | +18.7% | +0.9% | +17.8% | +18.5% |
| YTD | +11.1% | +4.0% | +7.1% | +9.8% |
| 1Y | +7.0% | +10.4% | -3.4% | +4.0% |
| 3Y | -10.0% | +26.9% | -36.9% | -15.6% |
| All | -22.9% | -19.1% | -3.7% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling