+238.9%
CRM vs NLY
+81.8%
+157.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.4% | -4.0% | -0.5% | -3.2% |
| 30D | +28.1% | -5.2% | +33.4% | +30.4% |
| 3M | +48.8% | +2.8% | +46.0% | +47.6% |
| 6M | +28.3% | +4.2% | +24.1% | +26.2% |
| YTD | -6.0% | +4.7% | -10.7% | -7.8% |
| 1Y | +1.4% | +12.7% | -11.3% | -3.0% |
| 3Y | +11.8% | +62.5% | -50.7% | -5.5% |
| 5Y | -2.0% | +26.3% | -28.3% | -12.3% |
| All | +238.9% | +81.8% | +157.1% | +192.2% |
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