+32.0%
CTVA vs NLY
+2.3%
+29.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.5% |
| 7D | +8.2% | +3.5% | +4.7% | +7.5% |
| 30D | -1.0% | +3.6% | -4.7% | -1.7% |
| 3M | +4.6% | -13.6% | +18.2% | +7.3% |
| 6M | +0.5% | -9.1% | +9.6% | +2.5% |
| YTD | +22.7% | -6.1% | +28.8% | +23.6% |
| 1Y | +32.0% | +0.7% | +31.3% | +28.3% |
| All | +32.0% | +2.3% | +29.7% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling