+5,556.5%
CNQ vs NLY
+1,300.3%
+4,256.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.1% | -4.0% | +4.1% | +1.6% |
| 30D | +6.2% | -5.2% | +11.4% | +8.3% |
| 3M | +12.4% | +2.8% | +9.5% | +10.8% |
| 6M | +9.0% | +4.2% | +4.8% | +6.2% |
| YTD | +52.2% | +4.7% | +47.5% | +47.8% |
| 1Y | +65.0% | +12.7% | +52.3% | +55.5% |
| 3Y | +78.8% | +62.5% | +16.3% | +44.8% |
| 5Y | +286.0% | +26.3% | +259.7% | +238.2% |
| 10Y | +420.7% | +81.0% | +339.8% | +294.4% |
| All | +5,556.5% | +1,300.3% | +4,256.3% | +3,225.0% |
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