+59.9%
CCL vs NLY
+1,202.9%
-1,143.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.4% |
| 7D | -4.3% | -3.6% | -0.7% | -2.5% |
| 30D | -19.0% | -4.9% | -14.0% | -16.9% |
| 3M | -13.1% | +6.2% | -19.3% | -15.6% |
| 6M | -13.3% | +4.5% | -17.8% | -14.6% |
| YTD | -25.2% | +5.1% | -30.4% | -26.7% |
| 1Y | -27.2% | +13.5% | -40.7% | -31.3% |
| 3Y | +49.2% | +65.6% | -16.4% | +17.6% |
| 5Y | +0.4% | +26.9% | -26.5% | -9.0% |
| 10Y | -42.3% | +81.8% | -124.1% | -52.2% |
| All | +59.9% | +1,202.9% | -1,143.0% | -4.4% |
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