+344.6%
CVE vs NLY
+26.0%
+318.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.6% |
| 7D | +1.6% | -3.6% | +5.3% | +3.0% |
| 30D | +11.7% | -4.9% | +16.7% | +13.7% |
| 3M | +18.2% | +6.2% | +12.0% | +15.0% |
| 6M | +48.8% | +4.5% | +44.3% | +44.6% |
| YTD | +99.4% | +5.1% | +94.2% | +93.2% |
| 1Y | +97.9% | +13.5% | +84.4% | +85.1% |
| 3Y | +76.3% | +65.6% | +10.7% | +39.2% |
| 5Y | +344.6% | +26.9% | +317.7% | +385.8% |
| All | +344.6% | +26.0% | +318.6% | +385.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling