+15.4%
CORZ vs NLY
+12.5%
+2.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.5% |
| 7D | +0.3% | -4.0% | +4.3% | +2.3% |
| 30D | -14.0% | -5.2% | -8.8% | -11.8% |
| 3M | -34.1% | +2.8% | -36.9% | -35.1% |
| 6M | +8.5% | +4.2% | +4.3% | +5.3% |
| YTD | +23.2% | +4.7% | +18.5% | +23.1% |
| 1Y | +15.4% | +12.7% | +2.6% | +19.5% |
| All | +15.4% | +12.5% | +2.8% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling