-38.5%
CRCL vs NLY
+0.3%
-38.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.4% |
| 7D | -13.1% | +2.1% | -15.2% | -14.3% |
| 30D | -17.4% | +2.3% | -19.7% | -18.7% |
| 3M | +9.8% | -13.7% | +23.5% | +21.0% |
| 6M | -39.2% | -9.6% | -29.5% | -34.5% |
| YTD | -12.4% | -6.5% | -5.9% | -7.2% |
| 1Y | -38.5% | -0.6% | -37.9% | -39.0% |
| All | -38.5% | +0.3% | -38.9% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling