-11.8%
CAG vs NLY
+20.9%
-32.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.8% | -1.0% | -2.8% | -3.6% |
| 30D | +3.1% | +0.6% | +2.5% | +3.0% |
| 3M | +23.5% | +10.8% | +12.6% | +20.6% |
| 6M | -14.8% | +6.2% | -21.1% | -16.0% |
| YTD | -5.4% | +9.0% | -14.5% | -9.4% |
| 1Y | -11.8% | +19.3% | -31.1% | -19.4% |
| All | -11.8% | +20.9% | -32.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling