+69.1%
CSCO vs NLY
+12.5%
+56.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.4% |
| 7D | +2.7% | -4.0% | +6.7% | +2.6% |
| 30D | -9.5% | -5.2% | -4.2% | -9.5% |
| 3M | -7.6% | +2.8% | -10.4% | -7.9% |
| 6M | +44.9% | +4.2% | +40.7% | +44.1% |
| YTD | +47.7% | +4.7% | +43.0% | +47.3% |
| 1Y | +69.1% | +12.7% | +56.3% | +65.3% |
| All | +69.1% | +12.5% | +56.5% | +65.3% |
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