+98.2%
CVE vs NLY
+12.5%
+85.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.8% |
| 7D | +2.3% | -4.0% | +6.3% | +1.2% |
| 30D | +9.7% | -5.2% | +15.0% | +8.3% |
| 3M | +16.9% | +2.8% | +14.1% | +17.3% |
| 6M | +41.4% | +4.2% | +37.2% | +42.6% |
| YTD | +98.0% | +4.7% | +93.3% | +101.1% |
| 1Y | +98.2% | +12.7% | +85.5% | +97.7% |
| All | +98.2% | +12.5% | +85.7% | +97.7% |
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 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