+78.8%
CNQ vs NLY
+64.2%
+14.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | -4.0% | +4.1% | +1.0% |
| 30D | +6.2% | -5.2% | +11.4% | +7.4% |
| 3M | +12.4% | +2.8% | +9.5% | +11.1% |
| 6M | +9.0% | +4.2% | +4.8% | +6.8% |
| YTD | +52.2% | +4.7% | +47.5% | +48.7% |
| 1Y | +65.0% | +12.7% | +52.3% | +56.5% |
| 3Y | +78.8% | +62.5% | +16.3% | +49.4% |
| All | +78.8% | +64.2% | +14.7% | +49.4% |
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 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