+1,501.2%
CAH vs NLY
+1,197.0%
+304.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -5.1% | -4.0% | -1.1% | -4.3% |
| 30D | +0.2% | -5.2% | +5.4% | +1.2% |
| 3M | +6.3% | +2.8% | +3.5% | +5.7% |
| 6M | +9.4% | +4.2% | +5.2% | +8.3% |
| YTD | +15.0% | +4.7% | +10.3% | +13.6% |
| 1Y | +55.4% | +12.7% | +42.7% | +51.3% |
| 3Y | +173.8% | +62.5% | +111.3% | +145.8% |
| 5Y | +395.2% | +26.3% | +368.9% | +360.9% |
| 10Y | +293.2% | +81.0% | +212.3% | +234.5% |
| All | +1,501.2% | +1,197.0% | +304.2% | +1,135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling