+16,414.7%
CPRT vs NLY
+1,202.9%
+15,211.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.4% |
| 7D | -8.4% | -3.6% | -4.8% | -7.6% |
| 30D | +4.6% | -4.9% | +9.5% | +5.9% |
| 3M | -1.9% | +6.2% | -8.1% | -3.3% |
| 6M | -15.3% | +4.5% | -19.8% | -16.2% |
| YTD | -21.5% | +5.1% | -26.6% | -22.5% |
| 1Y | -36.6% | +13.5% | -50.1% | -38.6% |
| 3Y | -31.2% | +65.6% | -96.8% | -39.2% |
| 5Y | -14.1% | +26.9% | -41.0% | -20.4% |
| 10Y | +391.9% | +81.8% | +310.1% | +311.1% |
| All | +16,414.7% | +1,202.9% | +15,211.7% | +11,108.9% |
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