-9.5%
CEG vs NLY
+5.6%
-15.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.1% |
| 7D | +0.3% | -3.6% | +4.0% | +2.5% |
| 30D | +2.9% | -4.9% | +7.8% | +5.9% |
| 3M | +18.2% | +6.2% | +12.0% | +11.5% |
| 6M | -9.5% | +4.5% | -14.0% | -13.7% |
| All | -9.5% | +5.6% | -15.2% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling