+305.8%
CG vs NLY
+89.9%
+215.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -9.9% | -4.0% | -5.9% | -7.8% |
| 30D | -11.7% | -5.2% | -6.4% | -8.9% |
| 3M | -4.3% | +2.8% | -7.1% | -5.7% |
| 6M | -8.8% | +4.2% | -13.0% | -10.7% |
| YTD | -26.9% | +4.7% | -31.5% | -28.6% |
| 1Y | -35.4% | +12.7% | -48.2% | -39.6% |
| 3Y | +43.0% | +62.5% | -19.5% | +10.6% |
| 5Y | +1.9% | +26.3% | -24.4% | -11.3% |
| 10Y | +313.9% | +81.0% | +233.0% | +204.7% |
| All | +305.8% | +89.9% | +215.9% | +186.0% |
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