+70.2%
CIFR vs NLY
+61.3%
+8.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.1% |
| 7D | -5.0% | -4.0% | -1.0% | -1.4% |
| 30D | -5.7% | -5.2% | -0.5% | -1.2% |
| 3M | -25.5% | +2.8% | -28.4% | -28.1% |
| 6M | +19.4% | +4.2% | +15.2% | +14.3% |
| YTD | +14.2% | +4.7% | +9.5% | +9.4% |
| 1Y | +69.0% | +12.7% | +56.3% | +51.0% |
| 3Y | +503.9% | +62.5% | +441.4% | +314.6% |
| 5Y | +27.7% | +26.3% | +1.3% | +0.6% |
| All | +70.2% | +61.3% | +8.9% | +32.0% |
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 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