+5,695.1%
CAT vs NLY
+1,239.1%
+4,456.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | +2.9% | -0.4% | +3.4% | +3.1% |
| 30D | -2.6% | -1.3% | -1.3% | -2.3% |
| 3M | -10.7% | +7.6% | -18.3% | -12.8% |
| 6M | +16.1% | +8.9% | +7.3% | +13.0% |
| YTD | +43.2% | +8.1% | +35.2% | +39.5% |
| 1Y | +96.8% | +15.8% | +81.1% | +87.3% |
| 3Y | +201.4% | +70.2% | +131.2% | +154.0% |
| 5Y | +332.7% | +30.0% | +302.7% | +289.5% |
| 10Y | +1,157.1% | +86.8% | +1,070.3% | +888.9% |
| All | +5,695.1% | +1,239.1% | +4,456.0% | +3,109.9% |
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