+19.8%
CBOE vs NLY
+12.5%
+7.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.3% |
| 7D | -5.8% | -4.0% | -1.8% | -6.3% |
| 30D | -3.1% | -5.2% | +2.1% | -3.8% |
| 3M | -4.8% | +2.8% | -7.6% | -5.3% |
| 6M | -0.6% | +4.2% | -4.8% | -1.7% |
| YTD | +12.8% | +4.7% | +8.1% | +11.2% |
| 1Y | +19.8% | +12.7% | +7.0% | +14.3% |
| All | +19.8% | +12.5% | +7.2% | +14.3% |
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