+122.5%
CRWV vs NLY
+27.0%
+95.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | -0.4% | -4.0% | +3.6% | +1.7% |
| 30D | -17.4% | -5.2% | -12.2% | -15.2% |
| 3M | -7.1% | +2.8% | -9.9% | -8.5% |
| 6M | +8.6% | +4.2% | +4.4% | +5.3% |
| YTD | +24.3% | +4.7% | +19.6% | +22.4% |
| 1Y | -21.0% | +12.7% | -33.8% | -24.0% |
| All | +122.5% | +27.0% | +95.4% | +91.2% |
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 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