+3,264.4%
CSGP vs NLY
+1,737.9%
+1,526.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | -1.0% | -3.1% | -3.8% |
| 30D | +2.3% | +0.6% | +1.7% | +2.2% |
| 3M | -8.2% | +10.8% | -19.0% | -11.1% |
| 6M | -35.1% | +6.2% | -41.3% | -36.5% |
| YTD | -54.0% | +9.0% | -63.0% | -55.5% |
| 1Y | -65.3% | +19.3% | -84.6% | -67.3% |
| 3Y | -62.6% | +67.7% | -130.3% | -68.4% |
| 5Y | -64.8% | +29.7% | -94.6% | -68.2% |
| 10Y | +45.1% | +81.0% | -36.0% | +13.7% |
| All | +3,264.4% | +1,737.9% | +1,526.5% | +1,277.2% |
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