+245.6%
CRH vs NLY
+81.8%
+163.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -6.1% | -4.0% | -2.1% | -4.3% |
| 30D | -9.3% | -5.2% | -4.0% | -7.0% |
| 3M | -15.2% | +2.8% | -18.0% | -16.2% |
| 6M | -14.2% | +4.2% | -18.4% | -15.6% |
| YTD | -28.3% | +4.7% | -32.9% | -29.6% |
| 1Y | -21.8% | +12.7% | -34.5% | -26.0% |
| 3Y | +71.6% | +62.5% | +9.1% | +37.8% |
| 5Y | +96.6% | +26.3% | +70.3% | +73.1% |
| All | +245.6% | +81.8% | +163.8% | +194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling