+69.5%
CSX vs NLY
+25.6%
+43.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.9% | -4.0% | +3.1% | +0.4% |
| 30D | -2.0% | -5.2% | +3.2% | -0.2% |
| 3M | +3.6% | +2.8% | +0.8% | +2.4% |
| 6M | +22.0% | +4.2% | +17.8% | +19.9% |
| YTD | +36.3% | +4.7% | +31.6% | +33.5% |
| 1Y | +50.9% | +12.7% | +38.2% | +43.8% |
| 3Y | +69.2% | +62.5% | +6.6% | +41.1% |
| All | +69.5% | +25.6% | +43.9% | +58.0% |
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 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