+35.9%
UDR vs CLBK
+65.5%
-29.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.5% | -1.5% | -2.0% | -3.0% |
| 30D | -5.3% | -1.0% | -4.3% | -5.0% |
| 3M | -9.5% | +22.9% | -32.5% | -16.1% |
| 6M | -0.7% | +44.2% | -44.9% | -13.0% |
| YTD | -1.2% | +64.0% | -65.1% | -17.7% |
| 1Y | -5.7% | +65.7% | -71.4% | -22.2% |
| 3Y | +3.7% | +54.1% | -50.3% | -14.6% |
| 5Y | -18.9% | +44.7% | -63.6% | -36.5% |
| All | +35.9% | +65.5% | -29.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CLBK 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling