+2,575.7%
CSX vs NLY
+985.4%
+1,590.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | +6.0% | -5.9% | +11.8% | +7.9% |
| 30D | +7.8% | -2.8% | +10.6% | +8.7% |
| 3M | +4.1% | -21.6% | +25.7% | +12.3% |
| 6M | +17.9% | -14.5% | +32.4% | +23.5% |
| YTD | +44.9% | -12.4% | +57.3% | +50.3% |
| 1Y | +51.1% | -7.3% | +58.4% | +53.9% |
| 3Y | +78.3% | +54.8% | +23.4% | +53.2% |
| 5Y | +58.1% | +2.4% | +55.7% | +51.8% |
| 10Y | +417.9% | +53.2% | +364.7% | +322.6% |
| All | +2,575.7% | +985.4% | +1,590.3% | +1,408.6% |
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