-46.8%
CPNG vs NLY
+20.9%
-67.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -7.4% | -1.0% | -6.4% | -6.9% |
| 30D | -4.4% | +0.6% | -5.1% | -4.7% |
| 3M | -7.5% | +10.8% | -18.3% | -12.5% |
| 6M | -19.9% | +6.2% | -26.2% | -24.3% |
| YTD | -35.2% | +9.0% | -44.2% | -38.7% |
| 1Y | -46.8% | +19.3% | -66.1% | -50.8% |
| All | -46.8% | +20.9% | -67.6% | -50.8% |
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