+425.9%
CORZ vs NLY
+62.2%
+363.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.0% |
| 7D | +7.6% | -0.4% | +8.1% | +8.0% |
| 30D | -6.9% | -1.3% | -5.6% | -6.0% |
| 3M | -33.0% | +7.6% | -40.7% | -37.5% |
| 6M | +19.3% | +8.9% | +10.4% | +9.7% |
| YTD | +24.2% | +8.1% | +16.2% | +15.4% |
| 1Y | +24.5% | +15.8% | +8.7% | +7.6% |
| All | +425.9% | +62.2% | +363.6% | +223.9% |
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