+51.0%
CL vs NLY
+81.8%
-30.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.2% | -4.0% | +1.8% | -1.5% |
| 30D | -6.0% | -5.2% | -0.7% | -5.1% |
| 3M | -2.3% | +2.8% | -5.2% | -2.9% |
| 6M | -2.0% | +4.2% | -6.2% | -2.8% |
| YTD | +11.8% | +4.7% | +7.2% | +10.6% |
| 1Y | +5.8% | +12.7% | -6.9% | +3.3% |
| 3Y | +25.9% | +62.5% | -36.6% | +14.3% |
| 5Y | +26.9% | +26.3% | +0.6% | +19.0% |
| All | +51.0% | +81.8% | -30.8% | +35.5% |
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