+36.8%
CCEP vs NLY
+2.3%
+34.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +2.4% |
| 7D | +4.2% | +3.5% | +0.7% | +2.9% |
| 30D | +14.2% | +3.6% | +10.5% | +12.6% |
| 3M | +9.1% | -13.6% | +22.8% | +13.9% |
| 6M | +26.9% | -9.1% | +36.0% | +30.5% |
| YTD | +29.1% | -6.1% | +35.1% | +30.2% |
| 1Y | +36.8% | +0.7% | +36.1% | +30.8% |
| All | +36.8% | +2.3% | +34.5% | +30.8% |
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