+89.9%
CVE vs NLY
+162.7%
-72.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.5% | -1.0% | +3.5% | +3.0% |
| 30D | +16.7% | +0.6% | +16.1% | +16.3% |
| 3M | +9.3% | +10.8% | -1.6% | +3.0% |
| 6M | +43.6% | +6.2% | +37.4% | +37.1% |
| YTD | +93.6% | +9.0% | +84.6% | +82.2% |
| 1Y | +98.8% | +19.3% | +79.4% | +77.7% |
| 3Y | +73.6% | +67.7% | +5.9% | +27.3% |
| 5Y | +312.5% | +29.7% | +282.7% | +242.3% |
| 10Y | +161.0% | +81.0% | +80.0% | +88.0% |
| All | +89.9% | +162.7% | -72.7% | +13.3% |
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 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