-67.0%
CSGP vs NLY
+30.7%
-97.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -5.4% | -0.4% | -4.9% | -5.2% |
| 30D | -6.0% | -1.3% | -4.7% | -5.3% |
| 3M | -12.8% | +7.6% | -20.5% | -16.0% |
| 6M | -38.9% | +8.9% | -47.8% | -41.8% |
| YTD | -56.0% | +8.1% | -64.1% | -58.0% |
| 1Y | -66.4% | +15.8% | -82.2% | -69.2% |
| 3Y | -64.2% | +70.2% | -134.4% | -73.3% |
| 5Y | -67.0% | +30.0% | -97.0% | -68.2% |
| All | -67.0% | +30.7% | -97.7% | -68.2% |
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