-50.5%
CPNG vs NLY
+25.6%
-76.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.3% |
| 7D | -1.1% | -4.0% | +2.9% | +1.4% |
| 30D | -7.4% | -5.2% | -2.1% | -4.2% |
| 3M | -12.3% | +2.8% | -15.2% | -14.0% |
| 6M | -19.4% | +4.2% | -23.6% | -21.6% |
| YTD | -35.9% | +4.7% | -40.6% | -38.0% |
| 1Y | -53.4% | +12.7% | -66.2% | -57.1% |
| 3Y | -20.0% | +62.5% | -82.5% | -42.5% |
| All | -50.5% | +25.6% | -76.0% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling