-33.7%
CMCSA vs NLY
+64.2%
-97.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -4.9% | -4.0% | -0.9% | -3.8% |
| 30D | -1.1% | -5.2% | +4.2% | +0.4% |
| 3M | +6.6% | +2.8% | +3.7% | +5.8% |
| 6M | -15.5% | +4.2% | -19.7% | -16.6% |
| YTD | -6.7% | +4.7% | -11.3% | -8.6% |
| 1Y | -15.6% | +12.7% | -28.3% | -19.5% |
| 3Y | -33.7% | +62.5% | -96.2% | -46.2% |
| All | -33.7% | +64.2% | -97.9% | -46.2% |
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 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