+1,185.3%
CCEP vs NLY
+1,202.9%
-17.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.3% |
| 7D | -5.7% | -3.6% | -2.1% | -5.0% |
| 30D | -3.4% | -4.9% | +1.5% | -2.4% |
| 3M | +5.5% | +6.2% | -0.7% | +4.1% |
| 6M | +2.2% | +4.5% | -2.3% | +1.2% |
| YTD | +14.6% | +5.1% | +9.5% | +13.2% |
| 1Y | +18.9% | +13.5% | +5.4% | +15.4% |
| 3Y | +82.6% | +65.6% | +17.0% | +62.3% |
| 5Y | +107.0% | +26.9% | +80.1% | +92.4% |
| 10Y | +235.1% | +81.8% | +153.3% | +185.6% |
| All | +1,185.3% | +1,202.9% | -17.6% | +888.4% |
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