+1,500.5%
CIEN vs NLY
+81.8%
+1,418.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +4.9% | +4.6% |
| 7D | +8.9% | -4.0% | +12.9% | +10.5% |
| 30D | -19.1% | -5.2% | -13.9% | -17.6% |
| 3M | -21.5% | +2.8% | -24.3% | -22.5% |
| 6M | +2.8% | +4.2% | -1.4% | +1.0% |
| YTD | +49.5% | +4.7% | +44.8% | +46.3% |
| 1Y | +163.8% | +12.7% | +151.1% | +150.9% |
| 3Y | +615.8% | +62.5% | +553.3% | +498.4% |
| 5Y | +548.4% | +26.3% | +522.1% | +476.9% |
| All | +1,500.5% | +81.8% | +1,418.6% | +1,289.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling