+395.2%
COR vs NLY
+81.8%
+313.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -2.8% | -4.0% | +1.2% | -2.1% |
| 30D | +2.6% | -5.2% | +7.8% | +3.6% |
| 3M | +14.5% | +2.8% | +11.6% | +13.8% |
| 6M | -7.8% | +4.2% | -12.0% | -8.7% |
| YTD | -4.2% | +4.7% | -8.9% | -5.4% |
| 1Y | +7.0% | +12.7% | -5.7% | +4.1% |
| 3Y | +85.5% | +62.5% | +23.0% | +65.7% |
| 5Y | +181.2% | +26.3% | +154.9% | +162.5% |
| All | +395.2% | +81.8% | +313.3% | +383.0% |
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