-1.3%
CMS vs NLY
+20.9%
-22.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | -3.6% | +0.6% | -4.2% | -3.7% |
| 3M | -1.9% | +10.8% | -12.7% | -4.1% |
| 6M | -11.0% | +6.2% | -17.2% | -12.4% |
| YTD | +0.2% | +9.0% | -8.8% | -2.1% |
| 1Y | -1.3% | +19.3% | -20.6% | -4.4% |
| All | -1.3% | +20.9% | -22.2% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling