+1,298.7%
CRDO vs NLY
+30.9%
+1,267.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -4.5% | -4.0% | -0.5% | -2.0% |
| 30D | -39.2% | -5.2% | -34.0% | -37.2% |
| 3M | -38.5% | +2.8% | -41.3% | -39.9% |
| 6M | +40.6% | +4.2% | +36.4% | +36.5% |
| YTD | +13.2% | +4.7% | +8.6% | +8.7% |
| 1Y | +2.3% | +12.7% | -10.5% | -6.8% |
| 3Y | +942.5% | +62.5% | +880.0% | +649.8% |
| All | +1,298.7% | +30.9% | +1,267.8% | +1,099.0% |
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 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