+1,813.2%
COF vs NLY
+1,197.0%
+616.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | -5.1% | -4.0% | -1.2% | -2.9% |
| 30D | -6.0% | -5.2% | -0.8% | -3.1% |
| 3M | +14.8% | +2.8% | +12.0% | +13.0% |
| 6M | +15.3% | +4.2% | +11.1% | +12.5% |
| YTD | -13.0% | +4.7% | -17.7% | -15.4% |
| 1Y | -5.7% | +12.7% | -18.5% | -12.1% |
| 3Y | +118.1% | +62.5% | +55.6% | +64.2% |
| 5Y | +46.2% | +26.3% | +19.9% | +25.0% |
| 10Y | +246.1% | +81.0% | +165.1% | +138.6% |
| All | +1,813.2% | +1,197.0% | +616.1% | +633.7% |
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 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