-16.5%
CRH vs NLY
-1.3%
-15.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.2% |
| 7D | +4.4% | +2.9% | +1.6% | +2.2% |
| 30D | +16.4% | +4.6% | +11.8% | +12.4% |
| 3M | -2.5% | -14.1% | +11.6% | +9.6% |
| 6M | -16.9% | -10.7% | -6.1% | -9.5% |
| YTD | -23.2% | -7.0% | -16.2% | -18.0% |
| 1Y | -16.5% | -0.7% | -15.8% | -13.3% |
| All | -16.5% | -1.3% | -15.2% | -13.3% |
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