+79.6%
CME vs NLY
+25.6%
+54.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.6% | -4.0% | +2.4% | -1.2% |
| 30D | +5.6% | -5.2% | +10.8% | +6.2% |
| 3M | +5.6% | +2.8% | +2.8% | +5.1% |
| 6M | -8.3% | +4.2% | -12.5% | -8.9% |
| YTD | +4.3% | +4.7% | -0.3% | +3.5% |
| 1Y | +9.1% | +12.7% | -3.7% | +7.1% |
| 3Y | +52.1% | +62.5% | -10.5% | +40.7% |
| All | +79.6% | +25.6% | +54.1% | +77.2% |
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 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