+80.8%
CF vs NLY
+69.5%
+11.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +14.3% | -1.3% | +15.6% | +14.2% |
| 3M | +27.9% | +7.6% | +20.2% | +27.3% |
| 6M | +25.5% | +8.9% | +16.6% | +24.3% |
| YTD | +81.2% | +8.1% | +73.1% | +79.5% |
| 1Y | +66.5% | +15.8% | +50.7% | +62.5% |
| All | +80.8% | +69.5% | +11.3% | +73.9% |
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