+5,241.3%
CMI vs NLY
+1,197.0%
+4,044.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -0.7% | -4.0% | +3.3% | +0.8% |
| 30D | -12.4% | -5.2% | -7.2% | -10.6% |
| 3M | -14.8% | +2.8% | -17.6% | -15.8% |
| 6M | +0.8% | +4.2% | -3.4% | -1.0% |
| YTD | +10.2% | +4.7% | +5.5% | +8.0% |
| 1Y | +37.4% | +12.7% | +24.7% | +30.8% |
| 3Y | +153.3% | +62.5% | +90.7% | +109.2% |
| 5Y | +167.6% | +26.3% | +141.3% | +137.6% |
| 10Y | +514.4% | +81.0% | +433.4% | +355.7% |
| All | +5,241.3% | +1,197.0% | +4,044.3% | +2,655.7% |
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