+6,011.6%
CF vs NLY
+344.7%
+5,666.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -0.9% | +0.4% | -1.4% | -1.1% |
| 30D | +18.1% | -1.4% | +19.5% | +18.5% |
| 3M | +23.4% | +12.0% | +11.3% | +17.5% |
| 6M | +17.1% | +8.3% | +8.8% | +11.9% |
| YTD | +76.2% | +8.6% | +67.6% | +68.0% |
| 1Y | +62.3% | +16.9% | +45.3% | +49.9% |
| 3Y | +71.8% | +71.0% | +0.8% | +33.6% |
| 5Y | +234.6% | +31.1% | +203.5% | +181.9% |
| 10Y | +574.3% | +81.0% | +493.3% | +380.7% |
| All | +6,011.6% | +344.7% | +5,666.9% | +2,464.9% |
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 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