+118.1%
COF vs NLY
+64.2%
+54.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | -5.1% | -4.0% | -1.2% | -2.7% |
| 30D | -6.0% | -5.2% | -0.8% | -2.8% |
| 3M | +14.8% | +2.8% | +12.0% | +12.8% |
| 6M | +15.3% | +4.2% | +11.1% | +12.2% |
| YTD | -13.0% | +4.7% | -17.7% | -15.7% |
| 1Y | -5.7% | +12.7% | -18.5% | -12.8% |
| 3Y | +118.1% | +62.5% | +55.6% | +68.7% |
| All | +118.1% | +64.2% | +54.0% | +68.7% |
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 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