+1,666.1%
CB vs NLY
+1,239.1%
+427.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -3.1% | -1.3% | -1.8% | -2.7% |
| 3M | +4.2% | +7.6% | -3.5% | +1.4% |
| 6M | +4.7% | +8.9% | -4.2% | +1.3% |
| YTD | +8.8% | +8.1% | +0.8% | +5.4% |
| 1Y | +22.6% | +15.8% | +6.9% | +15.8% |
| 3Y | +70.6% | +70.2% | +0.4% | +39.3% |
| 5Y | +99.4% | +30.0% | +69.5% | +74.1% |
| 10Y | +223.5% | +86.8% | +136.6% | +140.7% |
| All | +1,666.1% | +1,239.1% | +427.0% | +713.2% |
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