+7.7%
CNH vs NLY
+25.6%
-17.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | -5.7% | -4.0% | -1.7% | -3.7% |
| 30D | +26.6% | -5.2% | +31.8% | +29.9% |
| 3M | +31.1% | +2.8% | +28.2% | +29.0% |
| 6M | +24.9% | +4.2% | +20.7% | +21.9% |
| YTD | +48.7% | +4.7% | +44.0% | +44.7% |
| 1Y | +22.2% | +12.7% | +9.5% | +14.0% |
| 3Y | +7.4% | +62.5% | -55.1% | -17.4% |
| All | +7.7% | +25.6% | -17.9% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling