+579.7%
CF vs NLY
+81.8%
+497.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -0.2% | -4.0% | +3.8% | +1.2% |
| 30D | +11.5% | -5.2% | +16.7% | +13.4% |
| 3M | +25.5% | +2.8% | +22.7% | +23.8% |
| 6M | +11.8% | +4.2% | +7.6% | +8.7% |
| YTD | +74.6% | +4.7% | +69.9% | +69.2% |
| 1Y | +57.7% | +12.7% | +45.0% | +48.3% |
| 3Y | +74.2% | +62.5% | +11.7% | +39.3% |
| 5Y | +223.8% | +26.3% | +197.5% | +183.9% |
| All | +579.7% | +81.8% | +497.9% | +482.3% |
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