+4,358.0%
CTAS vs NLY
+1,202.9%
+3,155.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | -1.3% | -3.6% | +2.3% | -0.2% |
| 30D | -3.1% | -4.9% | +1.8% | -1.7% |
| 3M | +10.3% | +6.2% | +4.1% | +8.3% |
| 6M | +1.6% | +4.5% | -2.9% | +0.2% |
| YTD | +6.3% | +5.1% | +1.2% | +4.5% |
| 1Y | -0.5% | +13.5% | -14.0% | -4.4% |
| 3Y | +64.6% | +65.6% | -1.0% | +40.3% |
| 5Y | +106.0% | +26.9% | +79.1% | +86.8% |
| 10Y | +677.5% | +81.8% | +595.7% | +526.4% |
| All | +4,358.0% | +1,202.9% | +3,155.0% | +2,002.7% |
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