+115.6%
CRBG vs NLY
+56.2%
+59.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +0.6% | -4.0% | +4.6% | +2.6% |
| 30D | +2.6% | -5.2% | +7.9% | +5.3% |
| 3M | +24.0% | +2.8% | +21.2% | +22.1% |
| 6M | +50.5% | +4.2% | +46.3% | +47.2% |
| YTD | +17.1% | +4.7% | +12.5% | +14.2% |
| 1Y | +5.9% | +12.7% | -6.9% | -0.7% |
| 3Y | +122.7% | +62.5% | +60.2% | +76.0% |
| All | +115.6% | +56.2% | +59.4% | +65.2% |
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