+35.1%
NLY vs CAI
-9.9%
+44.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | -4.0% | -2.9% | -1.1% | -3.8% |
| 30D | -5.2% | +9.3% | -14.6% | -5.9% |
| 3M | +2.8% | +35.2% | -32.4% | +0.6% |
| 6M | +4.2% | +30.7% | -26.5% | +1.6% |
| YTD | +4.7% | -9.8% | +14.5% | +4.0% |
| 1Y | +12.7% | -28.9% | +41.6% | +12.8% |
| All | +35.1% | -9.9% | +44.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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