+38.8%
CFG vs NLY
+20.9%
+18.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | -1.0% | +2.5% | +2.0% |
| 30D | -3.8% | +0.6% | -4.4% | -4.2% |
| 3M | +11.5% | +10.8% | +0.7% | +5.8% |
| 6M | +19.2% | +6.2% | +13.0% | +15.3% |
| YTD | +23.7% | +9.0% | +14.7% | +17.8% |
| 1Y | +38.8% | +19.3% | +19.5% | +25.6% |
| All | +38.8% | +20.9% | +18.0% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling