+293.7%
CDW vs NLY
+81.8%
+211.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.3% | +8.0% |
| 7D | +0.9% | -4.0% | +4.9% | +2.5% |
| 30D | +13.1% | -5.2% | +18.3% | +15.4% |
| 3M | +19.7% | +2.8% | +16.8% | +18.3% |
| 6M | +30.7% | +4.2% | +26.5% | +28.0% |
| YTD | +14.7% | +4.7% | +10.0% | +11.9% |
| 1Y | -5.3% | +12.7% | -18.1% | -10.4% |
| 3Y | -23.8% | +62.5% | -86.4% | -37.6% |
| 5Y | -16.8% | +26.3% | -43.1% | -26.1% |
| All | +293.7% | +81.8% | +211.9% | +257.6% |
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