+31.6%
CMS vs NLY
+64.2%
-32.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.9% | -4.0% | +2.1% | -0.9% |
| 30D | -4.1% | -5.2% | +1.1% | -2.8% |
| 3M | -7.1% | +2.8% | -9.9% | -7.9% |
| 6M | -10.1% | +4.2% | -14.3% | -11.3% |
| YTD | -1.7% | +4.7% | -6.4% | -3.3% |
| 1Y | -3.4% | +12.7% | -16.1% | -6.9% |
| 3Y | +31.6% | +62.5% | -31.0% | +13.9% |
| All | +31.6% | +64.2% | -32.6% | +13.9% |
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