+1,242.0%
NLY vs CGNX
+899.7%
+342.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.1% |
| 7D | -4.0% | +3.2% | -7.2% | -4.4% |
| 30D | -5.2% | +6.0% | -11.2% | -6.2% |
| 3M | +2.8% | +3.5% | -0.7% | +1.8% |
| 6M | +4.2% | +26.3% | -22.1% | -0.2% |
| YTD | +4.7% | +79.2% | -74.6% | -6.0% |
| 1Y | +12.7% | +43.8% | -31.0% | +4.1% |
| 3Y | +62.5% | +52.0% | +10.6% | +46.0% |
| 5Y | +26.3% | -24.0% | +50.4% | +23.5% |
| 10Y | +81.0% | +189.1% | -108.1% | +42.6% |
| All | +1,242.0% | +899.7% | +342.3% | +645.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling