-0.8%
CCL vs NLY
+25.6%
-26.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.7% |
| 7D | -3.2% | -4.0% | +0.8% | +0.6% |
| 30D | -17.8% | -5.2% | -12.5% | -13.4% |
| 3M | -18.7% | +2.8% | -21.5% | -20.9% |
| 6M | -11.4% | +4.2% | -15.6% | -14.0% |
| YTD | -24.3% | +4.7% | -29.0% | -27.3% |
| 1Y | -28.8% | +12.7% | -41.6% | -36.4% |
| 3Y | +49.3% | +62.5% | -13.2% | -6.0% |
| All | -0.8% | +25.6% | -26.4% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling