-69.3%
CPNG vs NLY
+30.8%
-100.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.3% |
| 7D | -1.1% | -4.0% | +2.9% | +1.2% |
| 30D | -7.4% | -5.2% | -2.1% | -4.4% |
| 3M | -12.3% | +2.8% | -15.2% | -13.9% |
| 6M | -19.4% | +4.2% | -23.6% | -21.4% |
| YTD | -35.9% | +4.7% | -40.6% | -37.8% |
| 1Y | -53.4% | +12.7% | -66.2% | -56.8% |
| 3Y | -20.0% | +62.5% | -82.5% | -40.8% |
| 5Y | -49.6% | +26.3% | -75.9% | -59.3% |
| All | -69.3% | +30.8% | -100.0% | -74.5% |
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 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