+3,596.5%
CLS vs NLY
+1,691.0%
+1,905.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.0% | +6.7% |
| 7D | +10.9% | -4.0% | +14.9% | +12.8% |
| 30D | +2.1% | -5.2% | +7.3% | +4.3% |
| 3M | -10.2% | +2.8% | -13.0% | -11.3% |
| 6M | +30.4% | +4.2% | +26.2% | +28.2% |
| YTD | +17.2% | +4.7% | +12.6% | +15.0% |
| 1Y | +41.0% | +12.7% | +28.3% | +34.1% |
| 3Y | +1,338.0% | +62.5% | +1,275.4% | +1,083.7% |
| 5Y | +3,860.6% | +26.3% | +3,834.2% | +3,451.0% |
| 10Y | +3,160.1% | +81.0% | +3,079.1% | +2,457.9% |
| All | +3,596.5% | +1,691.0% | +1,905.5% | +1,403.4% |
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