+1,694.1%
COP vs NLY
+1,202.9%
+491.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.2% |
| 7D | +1.0% | -3.6% | +4.6% | +2.1% |
| 30D | +9.6% | -4.9% | +14.5% | +11.2% |
| 3M | +15.0% | +6.2% | +8.8% | +12.5% |
| 6M | +21.8% | +4.5% | +17.3% | +19.0% |
| YTD | +49.6% | +5.1% | +44.5% | +45.8% |
| 1Y | +49.9% | +13.5% | +36.4% | +42.5% |
| 3Y | +22.6% | +65.6% | -43.0% | +2.9% |
| 5Y | +193.6% | +26.9% | +166.7% | +163.2% |
| 10Y | +341.9% | +81.8% | +260.1% | +254.1% |
| All | +1,694.1% | +1,202.9% | +491.2% | +1,061.6% |
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