-21.9%
UDR vs CLBK
+27.8%
-49.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +7.8% | +3.4% | +4.4% | +6.9% |
| 3M | -2.8% | -4.3% | +1.5% | -1.9% |
| 6M | -1.4% | +28.4% | -29.8% | -7.6% |
| YTD | +3.4% | +59.4% | -56.0% | -8.4% |
| 1Y | +9.9% | +64.8% | -55.0% | -3.6% |
| 3Y | +28.5% | +50.6% | -22.1% | +13.1% |
| All | -21.9% | +27.8% | -49.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling