-60.8%
CLSK vs NLY
+82.7%
-143.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.1% |
| 7D | +7.7% | -4.0% | +11.7% | +10.3% |
| 30D | +12.2% | -5.2% | +17.5% | +15.7% |
| 3M | -15.5% | +2.8% | -18.3% | -17.0% |
| 6M | +39.3% | +4.2% | +35.1% | +36.3% |
| YTD | +35.1% | +4.7% | +30.4% | +32.2% |
| 1Y | +34.0% | +12.7% | +21.3% | +25.1% |
| 3Y | +226.3% | +62.5% | +163.7% | +154.4% |
| 5Y | +6.4% | +26.3% | -19.9% | -9.4% |
| All | -60.8% | +82.7% | -143.5% | -69.2% |
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