+70.3%
CVE vs NLY
+110.1%
-39.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +3.7% |
| 7D | +4.6% | -6.8% | +11.4% | +8.2% |
| 30D | -12.0% | -3.2% | -8.8% | -11.1% |
| 3M | -3.8% | -21.1% | +17.3% | +7.4% |
| 6M | -2.7% | -15.5% | +12.7% | +4.0% |
| YTD | +73.6% | -12.8% | +86.4% | +81.2% |
| 1Y | +62.0% | -7.8% | +69.8% | +64.0% |
| 3Y | +72.7% | +55.1% | +17.6% | +30.6% |
| 5Y | +153.9% | +1.9% | +152.0% | +136.0% |
| 10Y | +147.6% | +52.5% | +95.2% | +93.9% |
| All | +70.3% | +110.1% | -39.8% | +12.7% |
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 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