+28.5%
CL vs NLY
+26.0%
+2.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | -2.4% | -3.6% | +1.2% | -1.9% |
| 30D | -4.8% | -4.9% | +0.1% | -4.0% |
| 3M | -1.7% | +6.2% | -7.9% | -2.7% |
| 6M | -3.8% | +4.5% | -8.3% | -4.6% |
| YTD | +13.3% | +5.1% | +8.1% | +12.0% |
| 1Y | +8.3% | +13.5% | -5.2% | +5.8% |
| 3Y | +28.8% | +65.6% | -36.8% | +18.5% |
| 5Y | +28.5% | +26.9% | +1.6% | +18.0% |
| All | +28.5% | +26.0% | +2.5% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling