+6,546.8%
COR vs NLY
+1,202.9%
+5,343.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -4.8% | -3.6% | -1.2% | -4.3% |
| 30D | -3.7% | -4.9% | +1.2% | -2.9% |
| 3M | +14.3% | +6.2% | +8.1% | +13.2% |
| 6M | -8.5% | +4.5% | -13.0% | -9.3% |
| YTD | -4.4% | +5.1% | -9.6% | -5.5% |
| 1Y | +9.1% | +13.5% | -4.4% | +6.5% |
| 3Y | +85.2% | +65.6% | +19.6% | +68.2% |
| 5Y | +180.7% | +26.9% | +153.8% | +163.3% |
| 10Y | +403.7% | +81.8% | +321.9% | +335.6% |
| All | +6,546.8% | +1,202.9% | +5,343.9% | +4,284.1% |
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