+79.8%
CVE vs NLY
+69.5%
+10.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +13.2% | -1.3% | +14.5% | +13.5% |
| 3M | +21.7% | +7.6% | +14.1% | +18.6% |
| 6M | +48.4% | +8.9% | +39.5% | +42.9% |
| YTD | +100.1% | +8.1% | +92.0% | +93.4% |
| 1Y | +107.8% | +15.8% | +92.1% | +94.6% |
| All | +79.8% | +69.5% | +10.3% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling