+353.2%
CFG vs NLY
+119.9%
+233.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -0.6% | -0.4% | -0.1% | -0.3% |
| 30D | -4.5% | -1.3% | -3.2% | -3.8% |
| 3M | +6.3% | +7.6% | -1.3% | +1.4% |
| 6M | +20.6% | +8.9% | +11.7% | +13.9% |
| YTD | +21.2% | +8.1% | +13.2% | +14.9% |
| 1Y | +38.2% | +15.8% | +22.4% | +25.2% |
| 3Y | +185.9% | +70.2% | +115.7% | +103.8% |
| 5Y | +97.0% | +30.0% | +67.0% | +62.8% |
| 10Y | +306.8% | +86.8% | +220.0% | +203.3% |
| All | +353.2% | +119.9% | +233.3% | +220.8% |
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