+94.1%
CRH vs NLY
+25.6%
+68.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | -6.1% | -4.0% | -2.1% | -4.0% |
| 30D | -9.3% | -5.2% | -4.0% | -6.7% |
| 3M | -15.2% | +2.8% | -18.0% | -16.3% |
| 6M | -14.2% | +4.2% | -18.4% | -15.8% |
| YTD | -28.3% | +4.7% | -32.9% | -29.8% |
| 1Y | -21.8% | +12.7% | -34.5% | -26.4% |
| 3Y | +71.6% | +62.5% | +9.1% | +35.1% |
| All | +94.1% | +25.6% | +68.5% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling