+96.7%
CFG vs NLY
+25.6%
+71.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -0.4% | -4.0% | +3.6% | +2.0% |
| 30D | -4.6% | -5.2% | +0.6% | -1.6% |
| 3M | +6.7% | +2.8% | +3.8% | +4.7% |
| 6M | +22.1% | +4.2% | +17.9% | +18.6% |
| YTD | +23.2% | +4.7% | +18.5% | +19.1% |
| 1Y | +40.3% | +12.7% | +27.5% | +29.3% |
| 3Y | +187.9% | +62.5% | +125.3% | +112.0% |
| All | +96.7% | +25.6% | +71.1% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling