+4,534.0%
CNC vs NLY
+611.1%
+3,922.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -0.9% | -4.0% | +3.1% | +0.1% |
| 30D | -1.0% | -5.2% | +4.3% | +0.4% |
| 3M | +4.5% | +2.8% | +1.7% | +3.6% |
| 6M | +85.2% | +4.2% | +81.0% | +82.4% |
| YTD | +61.4% | +4.7% | +56.7% | +58.4% |
| 1Y | +94.9% | +12.7% | +82.1% | +87.4% |
| 3Y | 0.0% | +62.5% | -62.5% | -13.9% |
| 5Y | +11.2% | +26.3% | -15.1% | +0.5% |
| 10Y | +98.7% | +81.0% | +17.8% | +56.3% |
| All | +4,534.0% | +611.1% | +3,922.8% | +2,918.1% |
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 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