+2,039.9%
CCJ vs NLY
+1,197.0%
+842.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.0% | -4.0% | 0.0% | -2.9% |
| 30D | -2.4% | -5.2% | +2.9% | -0.9% |
| 3M | -2.3% | +2.8% | -5.1% | -3.1% |
| 6M | -16.2% | +4.2% | -20.4% | -17.1% |
| YTD | +5.7% | +4.7% | +1.0% | +4.6% |
| 1Y | +21.3% | +12.7% | +8.5% | +17.4% |
| 3Y | +159.4% | +62.5% | +96.8% | +126.1% |
| 5Y | +300.7% | +26.3% | +274.3% | +270.4% |
| 10Y | +1,055.2% | +81.0% | +974.2% | +852.5% |
| All | +2,039.9% | +1,197.0% | +842.8% | +1,434.5% |
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