+780.6%
CL vs NLY
+1,245.6%
-465.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -5.2% | -1.4% | -3.8% | -5.0% |
| 3M | +3.3% | +12.0% | -8.7% | +1.4% |
| 6M | -4.4% | +8.3% | -12.7% | -5.6% |
| YTD | +13.9% | +8.6% | +5.3% | +12.2% |
| 1Y | +7.6% | +16.9% | -9.3% | +4.8% |
| 3Y | +29.6% | +71.0% | -41.4% | +18.3% |
| 5Y | +28.1% | +31.1% | -3.0% | +20.3% |
| 10Y | +53.4% | +81.0% | -27.6% | +34.0% |
| All | +780.6% | +1,245.6% | -465.0% | +500.0% |
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 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