+421.5%
CARR vs NLY
+151.1%
+270.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -3.8% | -4.0% | +0.2% | -2.4% |
| 30D | -8.9% | -5.2% | -3.7% | -7.2% |
| 3M | -17.3% | +2.8% | -20.1% | -18.3% |
| 6M | -1.4% | +4.2% | -5.6% | -2.9% |
| YTD | +10.0% | +4.7% | +5.3% | +8.0% |
| 1Y | -6.4% | +12.7% | -19.1% | -10.5% |
| 3Y | +1.5% | +62.5% | -61.0% | -14.0% |
| 5Y | +9.3% | +26.3% | -17.0% | -3.4% |
| All | +421.5% | +151.1% | +270.4% | +339.0% |
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