-9.6%
CCI vs NLY
+64.2%
-73.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.6% |
| 7D | -0.3% | -4.0% | +3.7% | +1.5% |
| 30D | +2.2% | -5.2% | +7.5% | +4.6% |
| 3M | -16.9% | +2.8% | -19.7% | -18.1% |
| 6M | -11.5% | +4.2% | -15.7% | -13.6% |
| YTD | -12.8% | +4.7% | -17.5% | -15.2% |
| 1Y | -17.1% | +12.7% | -29.8% | -22.4% |
| 3Y | -9.6% | +62.5% | -72.2% | -30.8% |
| All | -9.6% | +64.2% | -73.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling