+132.5%
CNP vs NLY
+81.8%
+50.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.2% |
| 7D | -1.4% | -4.0% | +2.6% | +0.4% |
| 30D | -2.9% | -5.2% | +2.3% | -0.6% |
| 3M | -7.5% | +2.8% | -10.4% | -8.9% |
| 6M | -7.9% | +4.2% | -12.1% | -10.1% |
| YTD | +3.7% | +4.7% | -0.9% | +0.9% |
| 1Y | +4.6% | +12.7% | -8.1% | -1.9% |
| 3Y | +49.1% | +62.5% | -13.4% | +15.6% |
| 5Y | +69.2% | +26.3% | +42.9% | +45.2% |
| All | +132.5% | +81.8% | +50.6% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling