+61.0%
CIFR vs NLY
+62.0%
-1.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -3.0% | -3.3% |
| 7D | -8.2% | -3.6% | -4.6% | -5.0% |
| 30D | -7.4% | -4.9% | -2.5% | -3.2% |
| 3M | -24.2% | +6.2% | -30.4% | -28.8% |
| 6M | +14.2% | +4.5% | +9.7% | +9.1% |
| YTD | +8.0% | +5.1% | +2.8% | +3.1% |
| 1Y | +55.5% | +13.5% | +42.0% | +38.1% |
| 3Y | +429.6% | +65.6% | +364.0% | +258.3% |
| 5Y | +20.8% | +26.9% | -6.1% | -5.2% |
| All | +61.0% | +62.0% | -1.0% | +24.4% |
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