+60.7%
COP vs NLY
+2.3%
+58.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.8% | -9.0% | -3.7% |
| 7D | -8.1% | +3.5% | -11.6% | -6.8% |
| 30D | +6.7% | +3.6% | +3.0% | +8.2% |
| 3M | +16.9% | -13.6% | +30.5% | +10.5% |
| 6M | +11.2% | -9.1% | +20.3% | +7.8% |
| YTD | +49.5% | -6.1% | +55.6% | +44.1% |
| 1Y | +60.7% | +0.7% | +60.0% | +50.1% |
| All | +60.7% | +2.3% | +58.4% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling