-32.2%
CRCL vs NLY
+12.5%
-44.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | -11.2% | -4.0% | -7.2% | -9.0% |
| 30D | +27.1% | -5.2% | +32.3% | +31.3% |
| 3M | +9.6% | +2.8% | +6.8% | +8.8% |
| 6M | -19.7% | +4.2% | -23.9% | -22.3% |
| YTD | +14.2% | +4.7% | +9.6% | +11.7% |
| 1Y | -32.2% | +12.7% | -45.0% | -38.0% |
| All | -32.2% | +12.5% | -44.8% | -38.0% |
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