+39.8%
CSGP vs NLY
+82.7%
-42.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | -6.9% | -3.6% | -3.3% | -5.6% |
| 30D | -5.2% | -4.9% | -0.3% | -3.4% |
| 3M | -13.8% | +6.2% | -20.0% | -15.7% |
| 6M | -36.3% | +4.5% | -40.8% | -37.6% |
| YTD | -56.1% | +5.1% | -61.3% | -57.2% |
| 1Y | -65.8% | +13.5% | -79.3% | -67.6% |
| 3Y | -64.3% | +65.6% | -129.9% | -70.6% |
| 5Y | -67.3% | +26.9% | -94.2% | -71.0% |
| All | +39.8% | +82.7% | -42.9% | +13.3% |
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 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