+25.1%
NLY vs CASY
+229.6%
-204.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.1% |
| 7D | -4.0% | -18.6% | +14.6% | -0.7% |
| 30D | -5.2% | -26.6% | +21.4% | -0.3% |
| 3M | +2.8% | -32.8% | +35.6% | +9.8% |
| 6M | +4.2% | -10.0% | +14.2% | +3.9% |
| YTD | +4.7% | +11.6% | -7.0% | -0.8% |
| 1Y | +12.7% | +11.5% | +1.3% | +6.8% |
| 3Y | +62.5% | +160.7% | -98.1% | +22.0% |
| All | +25.1% | +229.6% | -204.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 5y: compounded portfolio wealth divided by compounded CASY 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…
5y analysis · Full analysis span regression · 6 months rolling