+95.4%
CAT vs NLY
+20.9%
+74.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | -1.0% | +2.7% | +1.9% |
| 30D | -6.6% | +0.6% | -7.2% | -6.8% |
| 3M | -13.3% | +10.8% | -24.1% | -15.9% |
| 6M | +11.6% | +6.2% | +5.4% | +8.6% |
| YTD | +42.9% | +9.0% | +33.9% | +40.8% |
| 1Y | +95.4% | +19.3% | +76.1% | +101.4% |
| All | +95.4% | +20.9% | +74.6% | +101.4% |
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