-63.2%
CSGP vs NLY
+70.3%
-133.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -5.1% | +0.4% | -5.6% | -5.3% |
| 30D | +0.3% | -1.4% | +1.7% | +1.2% |
| 3M | -9.1% | +12.0% | -21.2% | -14.3% |
| 6M | -37.3% | +8.3% | -45.6% | -40.2% |
| YTD | -54.9% | +8.6% | -63.5% | -57.1% |
| 1Y | -65.5% | +16.9% | -82.5% | -68.8% |
| All | -63.2% | +70.3% | -133.5% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling