+3,127.7%
CRS vs NLY
+1,197.0%
+1,930.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | -6.8% | -4.0% | -2.8% | -5.0% |
| 30D | -16.1% | -5.2% | -10.9% | -14.1% |
| 3M | -21.2% | +2.8% | -24.0% | -22.3% |
| 6M | +8.7% | +4.2% | +4.5% | +6.7% |
| YTD | +41.0% | +4.7% | +36.3% | +38.1% |
| 1Y | +82.7% | +12.7% | +69.9% | +72.5% |
| 3Y | +604.8% | +62.5% | +542.2% | +460.5% |
| 5Y | +1,384.7% | +26.3% | +1,358.4% | +1,206.0% |
| 10Y | +1,362.3% | +81.0% | +1,281.4% | +1,030.1% |
| All | +3,127.7% | +1,197.0% | +1,930.6% | +1,449.4% |
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 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