+989.0%
CBOE vs NLY
+137.5%
+851.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | -5.8% | -4.0% | -1.8% | -5.1% |
| 30D | -3.1% | -5.2% | +2.1% | -2.2% |
| 3M | -4.8% | +2.8% | -7.6% | -5.5% |
| 6M | -0.6% | +4.2% | -4.8% | -1.8% |
| YTD | +12.8% | +4.7% | +8.1% | +11.2% |
| 1Y | +19.8% | +12.7% | +7.0% | +16.2% |
| 3Y | +86.9% | +62.5% | +24.4% | +65.3% |
| 5Y | +136.5% | +26.3% | +110.2% | +119.4% |
| 10Y | +368.4% | +81.0% | +287.5% | +287.8% |
| All | +989.0% | +137.5% | +851.6% | +776.2% |
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