+25.2%
COP vs NLY
+64.2%
-39.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.3% | -4.0% | +6.3% | +3.1% |
| 30D | +8.6% | -5.2% | +13.9% | +9.7% |
| 3M | +19.9% | +2.8% | +17.0% | +18.5% |
| 6M | +19.0% | +4.2% | +14.8% | +16.7% |
| YTD | +50.0% | +4.7% | +45.3% | +46.5% |
| 1Y | +50.5% | +12.7% | +37.8% | +42.7% |
| 3Y | +25.2% | +62.5% | -37.3% | +11.8% |
| All | +25.2% | +64.2% | -39.0% | +11.8% |
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 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