+159.4%
CCJ vs NLY
+64.2%
+95.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -4.0% | -4.0% | 0.0% | -2.1% |
| 30D | -2.4% | -5.2% | +2.9% | +0.2% |
| 3M | -2.3% | +2.8% | -5.1% | -3.6% |
| 6M | -16.2% | +4.2% | -20.4% | -17.8% |
| YTD | +5.7% | +4.7% | +1.0% | +3.9% |
| 1Y | +21.3% | +12.7% | +8.5% | +15.7% |
| 3Y | +159.4% | +62.5% | +96.8% | +125.6% |
| All | +159.4% | +64.2% | +95.2% | +125.6% |
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