-6.1%
CI vs NLY
+12.5%
-18.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.1% | -4.0% | +3.9% | +0.7% |
| 30D | +1.8% | -5.2% | +7.0% | +2.8% |
| 3M | -4.2% | +2.8% | -7.1% | -5.0% |
| 6M | +8.8% | +4.2% | +4.6% | +7.2% |
| YTD | +3.7% | +4.7% | -0.9% | -0.1% |
| 1Y | -6.1% | +12.7% | -18.9% | -13.7% |
| All | -6.1% | +12.5% | -18.7% | -13.7% |
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