+242.0%
COF vs NLY
+81.8%
+160.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | -5.1% | -4.0% | -1.2% | -2.6% |
| 30D | -6.0% | -5.2% | -0.8% | -2.6% |
| 3M | +14.8% | +2.8% | +12.0% | +12.7% |
| 6M | +15.3% | +4.2% | +11.1% | +12.0% |
| YTD | -13.0% | +4.7% | -17.7% | -15.9% |
| 1Y | -5.7% | +12.7% | -18.5% | -13.3% |
| 3Y | +118.1% | +62.5% | +55.6% | +55.7% |
| 5Y | +46.2% | +26.3% | +19.9% | +22.0% |
| All | +242.0% | +81.8% | +160.2% | +170.8% |
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