+223.4%
CLF vs NLY
+1,239.1%
-1,015.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -2.7% | -0.4% | -2.2% | -2.4% |
| 30D | -3.2% | -1.3% | -1.9% | -2.6% |
| 3M | -5.0% | +7.6% | -12.6% | -8.8% |
| 6M | +26.6% | +8.9% | +17.7% | +21.0% |
| YTD | -9.0% | +8.1% | -17.0% | -12.5% |
| 1Y | +11.8% | +15.8% | -3.9% | +3.6% |
| 3Y | -15.1% | +70.2% | -85.3% | -35.9% |
| 5Y | -48.2% | +30.0% | -78.2% | -55.7% |
| 10Y | +127.6% | +86.8% | +40.8% | +62.1% |
| All | +223.4% | +1,239.1% | -1,015.6% | +67.0% |
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