+69.8%
CB vs NLY
+64.9%
+4.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.7% |
| 7D | -2.8% | -3.6% | +0.9% | -2.2% |
| 30D | -2.4% | -4.9% | +2.5% | -1.7% |
| 3M | +2.8% | +6.2% | -3.4% | +1.7% |
| 6M | +4.8% | +4.5% | +0.3% | +3.7% |
| YTD | +9.2% | +5.1% | +4.0% | +7.8% |
| 1Y | +22.8% | +13.5% | +9.3% | +19.5% |
| All | +69.8% | +64.9% | +4.8% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling