+32,973.7%
CTSH vs NLY
+1,574.7%
+31,398.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | -3.7% | -4.0% | +0.3% | -2.3% |
| 30D | +3.7% | -5.2% | +8.9% | +5.8% |
| 3M | +17.9% | +2.8% | +15.1% | +16.6% |
| 6M | -2.6% | +4.2% | -6.8% | -4.5% |
| YTD | -26.4% | +4.7% | -31.1% | -28.0% |
| 1Y | -13.0% | +12.7% | -25.8% | -17.3% |
| 3Y | -11.2% | +62.5% | -73.8% | -26.8% |
| 5Y | -14.3% | +26.3% | -40.6% | -24.0% |
| 10Y | +24.8% | +81.0% | -56.2% | -7.2% |
| All | +32,973.7% | +1,574.7% | +31,398.9% | +9,252.7% |
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