-36.2%
CLX vs NLY
+64.2%
-100.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -5.7% | -4.0% | -1.7% | -4.6% |
| 30D | -17.0% | -5.2% | -11.8% | -15.8% |
| 3M | -9.7% | +2.8% | -12.5% | -10.2% |
| 6M | -19.8% | +4.2% | -24.0% | -20.6% |
| YTD | -9.8% | +4.7% | -14.5% | -11.0% |
| 1Y | -26.2% | +12.7% | -38.9% | -28.4% |
| 3Y | -36.2% | +62.5% | -98.7% | -46.5% |
| All | -36.2% | +64.2% | -100.4% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling