+85.5%
COR vs NLY
+64.2%
+21.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -2.8% | -4.0% | +1.2% | -2.7% |
| 30D | +2.6% | -5.2% | +7.8% | +2.7% |
| 3M | +14.5% | +2.8% | +11.6% | +14.4% |
| 6M | -7.8% | +4.2% | -12.0% | -7.9% |
| YTD | -4.2% | +4.7% | -8.9% | -4.4% |
| 1Y | +7.0% | +12.7% | -5.7% | +6.5% |
| 3Y | +85.5% | +62.5% | +23.0% | +83.0% |
| All | +85.5% | +64.2% | +21.3% | +83.0% |
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 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