+6,636.0%
CME vs NLY
+370.0%
+6,266.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.8% |
| 7D | -2.4% | -3.6% | +1.3% | -1.0% |
| 30D | +6.2% | -4.9% | +11.1% | +8.2% |
| 3M | +4.4% | +6.2% | -1.8% | +1.6% |
| 6M | -9.6% | +4.5% | -14.1% | -11.8% |
| YTD | +3.8% | +5.1% | -1.4% | +0.8% |
| 1Y | +9.5% | +13.5% | -4.0% | +3.0% |
| 3Y | +51.9% | +65.6% | -13.7% | +19.5% |
| 5Y | +78.7% | +26.9% | +51.8% | +51.7% |
| 10Y | +279.7% | +81.8% | +197.9% | +155.0% |
| All | +6,636.0% | +370.0% | +6,266.0% | +2,655.2% |
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 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