+2,336.0%
CLX vs UDR
+2,878.3%
-542.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.2% | -2.0% | -7.2% | -8.9% |
| 30D | -11.0% | -5.2% | -5.9% | -10.3% |
| 3M | +5.0% | -5.8% | +10.8% | +6.1% |
| 6M | -18.8% | -1.7% | -17.1% | -18.6% |
| YTD | -4.4% | +2.4% | -6.8% | -4.8% |
| 1Y | -21.9% | -2.1% | -19.7% | -21.6% |
| 3Y | -32.8% | +4.2% | -37.0% | -33.5% |
| 5Y | -34.6% | -20.0% | -14.6% | -33.1% |
| 10Y | -4.7% | +44.6% | -49.3% | -13.1% |
| All | +2,336.0% | +2,878.3% | -542.3% | +1,365.6% |
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 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