+1,044.2%
CDNS vs NLY
+81.8%
+962.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -1.1% | -4.0% | +2.9% | +0.1% |
| 30D | -10.4% | -5.2% | -5.2% | -8.9% |
| 3M | -24.6% | +2.8% | -27.4% | -25.3% |
| 6M | -1.6% | +4.2% | -5.8% | -3.1% |
| YTD | -7.4% | +4.7% | -12.1% | -8.9% |
| 1Y | -18.4% | +12.7% | -31.2% | -21.7% |
| 3Y | +19.0% | +62.5% | -43.6% | +1.7% |
| 5Y | +73.4% | +26.3% | +47.1% | +57.4% |
| All | +1,044.2% | +81.8% | +962.4% | +875.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling