+316.5%
CHTR vs NLY
+149.0%
+167.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -4.1% | -4.0% | -0.1% | -3.0% |
| 30D | -3.0% | -5.2% | +2.3% | -1.4% |
| 3M | +4.8% | +2.8% | +1.9% | +3.9% |
| 6M | -35.0% | +4.2% | -39.2% | -36.0% |
| YTD | -30.2% | +4.7% | -34.8% | -31.5% |
| 1Y | -44.8% | +12.7% | -57.5% | -47.1% |
| 3Y | -66.6% | +62.5% | -129.1% | -71.3% |
| 5Y | -81.5% | +26.3% | -107.8% | -83.3% |
| 10Y | -44.8% | +81.0% | -125.8% | -55.4% |
| All | +316.5% | +149.0% | +167.5% | +222.6% |
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 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