+110.5%
CNC vs NLY
+2.3%
+108.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.8% | +8.8% | +12.5% |
| 7D | +13.4% | +3.5% | +9.9% | +13.2% |
| 30D | +18.2% | +3.6% | +14.6% | +17.9% |
| 3M | +18.6% | -13.6% | +32.2% | +15.6% |
| 6M | +41.9% | -9.1% | +51.0% | +39.2% |
| YTD | +84.7% | -6.1% | +90.8% | +72.6% |
| 1Y | +110.5% | +0.7% | +109.8% | +80.8% |
| All | +110.5% | +2.3% | +108.2% | +80.8% |
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