+2,730.9%
CLX vs UDR
+2,926.3%
-195.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +13.6% | +2.0% | +11.6% | +13.3% |
| 30D | +29.1% | +7.9% | +21.2% | +27.5% |
| 3M | +1.6% | -1.5% | +3.1% | +1.9% |
| 6M | +18.7% | +0.9% | +17.8% | +18.6% |
| YTD | +11.1% | +4.0% | +7.1% | +10.4% |
| 1Y | +7.0% | +10.4% | -3.4% | +5.3% |
| 3Y | -10.0% | +26.9% | -36.9% | -13.5% |
| 5Y | -22.6% | -19.4% | -3.3% | -21.0% |
| 10Y | +29.3% | +57.0% | -27.7% | +16.6% |
| All | +2,730.9% | +2,926.3% | -195.4% | +1,599.7% |
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