+964.0%
CDNS vs NLY
+1,202.9%
-239.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.0% |
| 7D | -6.5% | -3.6% | -2.9% | -5.5% |
| 30D | -13.0% | -4.9% | -8.1% | -11.6% |
| 3M | -26.0% | +6.2% | -32.2% | -27.4% |
| 6M | -2.8% | +4.5% | -7.3% | -4.3% |
| YTD | -8.8% | +5.1% | -14.0% | -10.5% |
| 1Y | -15.8% | +13.5% | -29.3% | -19.4% |
| 3Y | +19.7% | +65.6% | -45.9% | +1.8% |
| 5Y | +70.8% | +26.9% | +43.9% | +55.1% |
| 10Y | +1,038.0% | +81.8% | +956.2% | +782.8% |
| All | +964.0% | +1,202.9% | -239.0% | +478.8% |
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