+174.5%
CIEN vs NLY
+20.9%
+153.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -15.2% | -1.0% | -14.2% | -15.0% |
| 30D | -21.5% | +0.6% | -22.1% | -21.6% |
| 3M | -40.1% | +10.8% | -50.9% | -42.3% |
| 6M | -6.6% | +6.2% | -12.8% | -9.5% |
| YTD | +37.3% | +9.0% | +28.2% | +32.7% |
| 1Y | +174.5% | +19.3% | +155.2% | +161.3% |
| All | +174.5% | +20.9% | +153.7% | +161.3% |
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