+40.6%
CVX vs NLY
+12.5%
+28.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.5% |
| 7D | +2.6% | -4.0% | +6.6% | +1.5% |
| 30D | +9.8% | -5.2% | +15.1% | +8.3% |
| 3M | +16.2% | +2.8% | +13.4% | +16.9% |
| 6M | +13.6% | +4.2% | +9.4% | +15.0% |
| YTD | +44.4% | +4.7% | +39.7% | +44.4% |
| 1Y | +40.6% | +12.7% | +27.9% | +36.5% |
| All | +40.6% | +12.5% | +28.1% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling