+153.3%
CMI vs NLY
+64.2%
+89.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -0.7% | -4.0% | +3.3% | +1.2% |
| 30D | -12.4% | -5.2% | -7.2% | -10.1% |
| 3M | -14.8% | +2.8% | -17.6% | -16.2% |
| 6M | +0.8% | +4.2% | -3.4% | -1.7% |
| YTD | +10.2% | +4.7% | +5.5% | +7.1% |
| 1Y | +37.4% | +12.7% | +24.7% | +28.5% |
| 3Y | +153.3% | +62.5% | +90.7% | +100.4% |
| All | +153.3% | +64.2% | +89.1% | +100.4% |
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