+74.7%
CART vs NLY
+32.6%
+42.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +1.3% | -5.9% | +7.2% | +3.5% |
| 30D | +19.2% | -2.8% | +22.0% | +20.3% |
| 3M | +17.6% | -21.6% | +39.2% | +28.2% |
| 6M | +47.4% | -14.5% | +61.9% | +56.0% |
| YTD | +30.9% | -12.4% | +43.3% | +36.3% |
| 1Y | +46.0% | -7.3% | +53.2% | +48.2% |
| 3Y | +130.3% | +54.8% | +75.5% | +83.7% |
| All | +74.7% | +32.6% | +42.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling