-13.1%
CRCL vs NLY
+20.9%
-34.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +17.1% | -1.0% | +18.1% | +17.8% |
| 30D | +61.3% | +0.6% | +60.6% | +60.8% |
| 3M | +12.7% | +10.8% | +1.9% | +7.3% |
| 6M | -3.1% | +6.2% | -9.3% | -7.3% |
| YTD | +28.7% | +9.0% | +19.7% | +22.6% |
| 1Y | -13.1% | +19.3% | -32.5% | -22.3% |
| All | -13.1% | +20.9% | -34.0% | -22.3% |
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