+338.5%
COP vs NLY
+81.8%
+256.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.3% | -4.0% | +6.3% | +4.1% |
| 30D | +8.6% | -5.2% | +13.9% | +11.1% |
| 3M | +19.9% | +2.8% | +17.0% | +17.7% |
| 6M | +19.0% | +4.2% | +14.8% | +15.0% |
| YTD | +50.0% | +4.7% | +45.3% | +44.4% |
| 1Y | +50.5% | +12.7% | +37.8% | +39.6% |
| 3Y | +25.2% | +62.5% | -37.3% | -4.2% |
| 5Y | +194.3% | +26.3% | +168.0% | +152.6% |
| All | +338.5% | +81.8% | +256.7% | +273.9% |
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