+1,285.5%
NLY vs CASY
+6,315.6%
-5,030.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.8% | +2.4% |
| 7D | -0.4% | -16.5% | +16.1% | +3.0% |
| 30D | -1.3% | -26.4% | +25.1% | +4.6% |
| 3M | +7.6% | -17.3% | +24.9% | +10.5% |
| 6M | +8.9% | -5.2% | +14.1% | +8.5% |
| YTD | +8.1% | +14.1% | -6.0% | +3.5% |
| 1Y | +15.8% | +16.6% | -0.8% | +10.3% |
| 3Y | +70.2% | +163.7% | -93.5% | +34.7% |
| 5Y | +30.0% | +231.3% | -201.3% | -2.6% |
| 10Y | +86.8% | +462.9% | -376.1% | +23.9% |
| All | +1,285.5% | +6,315.6% | -5,030.1% | +468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling