+404.9%
CORZ vs NLY
+57.9%
+347.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -1.7% |
| 7D | -3.0% | -3.6% | +0.7% | +0.2% |
| 30D | -12.1% | -4.9% | -7.2% | -8.3% |
| 3M | -32.4% | +6.2% | -38.6% | -36.2% |
| 6M | +12.4% | +4.5% | +7.9% | +7.2% |
| YTD | +19.3% | +5.1% | +14.2% | +13.5% |
| 1Y | +8.6% | +13.5% | -4.9% | -4.5% |
| All | +404.9% | +57.9% | +347.1% | +218.5% |
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 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