-32.2%
CRWV vs NLY
-6.9%
-25.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.3% |
| 7D | +14.5% | -5.9% | +20.4% | +16.8% |
| 30D | -19.2% | -2.8% | -16.4% | -19.0% |
| 3M | -50.0% | -21.6% | -28.4% | -42.6% |
| 6M | -52.3% | -14.5% | -37.7% | -48.3% |
| YTD | -25.8% | -12.4% | -13.4% | -19.4% |
| 1Y | -32.2% | -7.3% | -24.9% | -25.7% |
| All | -32.2% | -6.9% | -25.3% | -25.7% |
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