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  • CF vs NLY✓SelectedUSD · NLYCF vs NLY performance historyLatest closeAs of+0.73%09/08
Stock and ETF performance explorer

CF vs NLY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,011.6%
NLY return
+344.7%
Excess return
+5,666.9%
Maximum drawdown
-76.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNLYExcessAlpha
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