+607.3%
CEG vs NLY
+30.4%
+577.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.7% |
| 7D | +0.3% | -3.6% | +4.0% | +1.7% |
| 30D | +2.9% | -4.9% | +7.8% | +4.7% |
| 3M | +18.2% | +6.2% | +12.0% | +15.5% |
| 6M | -9.5% | +4.5% | -14.0% | -11.0% |
| YTD | -18.7% | +5.1% | -23.8% | -20.3% |
| 1Y | -10.1% | +13.5% | -23.7% | -14.4% |
| 3Y | +168.3% | +65.6% | +102.8% | +123.4% |
| All | +607.3% | +30.4% | +577.0% | +501.8% |
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