+124.6%
CLF vs NLY
+81.8%
+42.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | -3.5% | -4.0% | +0.5% | -0.9% |
| 30D | -1.6% | -5.2% | +3.7% | +1.9% |
| 3M | -12.0% | +2.8% | -14.9% | -14.1% |
| 6M | +30.0% | +4.2% | +25.8% | +26.3% |
| YTD | -9.2% | +4.7% | -13.9% | -11.9% |
| 1Y | +2.3% | +12.7% | -10.5% | -5.6% |
| 3Y | -14.4% | +62.5% | -77.0% | -38.0% |
| 5Y | -48.3% | +26.3% | -74.7% | -56.1% |
| All | +124.6% | +81.8% | +42.8% | +97.8% |
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