+25.1%
NLY vs CGNX
-25.4%
+50.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.2% |
| 7D | -4.0% | +3.2% | -7.2% | -4.6% |
| 30D | -5.2% | +6.0% | -11.2% | -6.5% |
| 3M | +2.8% | +3.5% | -0.7% | +1.4% |
| 6M | +4.2% | +26.3% | -22.1% | -1.9% |
| YTD | +4.7% | +79.2% | -74.6% | -10.3% |
| 1Y | +12.7% | +43.8% | -31.0% | +0.9% |
| 3Y | +62.5% | +52.0% | +10.6% | +36.3% |
| All | +25.1% | -25.4% | +50.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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