+419.3%
CLX vs NLY
+1,202.9%
-783.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.6% |
| 7D | -5.9% | -3.6% | -2.2% | -5.4% |
| 30D | -17.0% | -4.9% | -12.1% | -16.4% |
| 3M | -9.6% | +6.2% | -15.8% | -10.3% |
| 6M | -21.5% | +4.5% | -26.0% | -22.0% |
| YTD | -8.8% | +5.1% | -14.0% | -9.5% |
| 1Y | -24.7% | +13.5% | -38.2% | -26.0% |
| 3Y | -35.6% | +65.6% | -101.2% | -40.3% |
| 5Y | -37.6% | +26.9% | -64.5% | -40.7% |
| 10Y | -2.4% | +81.8% | -84.2% | -13.7% |
| All | +419.3% | +1,202.9% | -783.7% | +211.1% |
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