+161.8%
CMI vs NLY
+24.5%
+137.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -3.5% | -4.3% | +0.7% | -1.8% |
| 30D | -14.0% | -6.4% | -7.6% | -11.6% |
| 3M | -17.7% | +2.6% | -20.3% | -18.7% |
| 6M | +1.7% | +6.8% | -5.1% | -1.3% |
| YTD | +7.1% | +4.4% | +2.7% | +4.8% |
| 1Y | +33.8% | +13.2% | +20.6% | +26.4% |
| 3Y | +142.6% | +58.8% | +83.8% | +100.2% |
| 5Y | +161.8% | +24.2% | +137.5% | +158.1% |
| All | +161.8% | +24.5% | +137.2% | +158.1% |
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