+978.9%
CVS vs NLY
+1,197.0%
-218.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.2% | -4.0% | +1.8% | -1.4% |
| 30D | -0.1% | -5.2% | +5.2% | +1.0% |
| 3M | -5.2% | +2.8% | -8.0% | -5.8% |
| 6M | +26.9% | +4.2% | +22.7% | +25.5% |
| YTD | +22.1% | +4.7% | +17.4% | +20.4% |
| 1Y | +30.8% | +12.7% | +18.0% | +27.0% |
| 3Y | +54.4% | +62.5% | -8.2% | +37.9% |
| 5Y | +33.4% | +26.3% | +7.0% | +23.6% |
| 10Y | +40.8% | +81.0% | -40.1% | +18.3% |
| All | +978.9% | +1,197.0% | -218.1% | +550.0% |
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 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