+893.1%
CCI vs NLY
+1,770.7%
-877.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | -0.3% | -4.0% | +3.7% | +1.1% |
| 30D | +2.2% | -5.2% | +7.5% | +4.0% |
| 3M | -16.9% | +2.8% | -19.7% | -17.8% |
| 6M | -11.5% | +4.2% | -15.7% | -13.0% |
| YTD | -12.8% | +4.7% | -17.5% | -14.5% |
| 1Y | -17.1% | +12.7% | -29.8% | -20.8% |
| 3Y | -9.6% | +62.5% | -72.2% | -23.9% |
| 5Y | -48.9% | +26.3% | -75.3% | -54.1% |
| 10Y | +23.2% | +81.0% | -57.7% | -5.6% |
| All | +893.1% | +1,770.7% | -877.6% | +304.3% |
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 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