-33.4%
CPRT vs NLY
+64.2%
-97.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -11.2% | -4.0% | -7.2% | -9.9% |
| 30D | +3.3% | -5.2% | +8.5% | +5.3% |
| 3M | -3.6% | +2.8% | -6.4% | -4.3% |
| 6M | -15.8% | +4.2% | -20.0% | -16.9% |
| YTD | -23.5% | +4.7% | -28.2% | -24.8% |
| 1Y | -38.8% | +12.7% | -51.5% | -41.4% |
| 3Y | -33.4% | +62.5% | -96.0% | -44.7% |
| All | -33.4% | +64.2% | -97.6% | -44.7% |
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