+3,269.8%
CSGP vs NLY
+1,376.6%
+1,893.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +1.3% | -5.9% | +7.2% | +3.3% |
| 30D | +2.8% | -2.8% | +5.6% | +3.8% |
| 3M | -6.3% | -21.6% | +15.3% | +1.2% |
| 6M | -3.2% | -14.5% | +11.4% | +1.7% |
| YTD | -54.0% | -12.4% | -41.5% | -52.2% |
| 1Y | -54.8% | -7.3% | -47.6% | -53.9% |
| 3Y | -60.6% | +54.8% | -115.4% | -65.7% |
| 5Y | -62.6% | +2.4% | -65.0% | -63.6% |
| 10Y | +66.3% | +53.2% | +13.1% | +37.6% |
| All | +3,269.8% | +1,376.6% | +1,893.2% | +1,378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling