-47.2%
CMCSA vs NLY
+25.6%
-72.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -4.9% | -4.0% | -0.9% | -3.7% |
| 30D | -1.1% | -5.2% | +4.2% | +0.5% |
| 3M | +6.6% | +2.8% | +3.7% | +5.7% |
| 6M | -15.5% | +4.2% | -19.7% | -16.8% |
| YTD | -6.7% | +4.7% | -11.3% | -8.5% |
| 1Y | -15.6% | +12.7% | -28.3% | -19.3% |
| 3Y | -33.7% | +62.5% | -96.2% | -44.2% |
| All | -47.2% | +25.6% | -72.8% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling