+163.9%
CEG vs NLY
+64.2%
+99.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | -4.8% | -4.0% | -0.8% | -3.2% |
| 30D | +2.3% | -5.2% | +7.6% | +4.6% |
| 3M | +15.6% | +2.8% | +12.8% | +14.0% |
| 6M | -5.0% | +4.2% | -9.2% | -6.7% |
| YTD | -19.0% | +4.7% | -23.7% | -20.7% |
| 1Y | -10.0% | +12.7% | -22.7% | -14.6% |
| 3Y | +163.9% | +62.5% | +101.4% | +124.0% |
| All | +163.9% | +64.2% | +99.8% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling