+4.2%
NLY vs CHD
-5.8%
+10.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | -4.5% | +0.5% | -3.3% |
| 30D | -5.2% | -6.7% | +1.5% | -4.2% |
| 3M | +2.8% | -2.7% | +5.6% | +3.1% |
| 6M | +4.2% | -4.9% | +9.1% | +6.3% |
| All | +4.2% | -5.8% | +10.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 6mo: compounded portfolio wealth divided by compounded CHD 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…
6mo analysis · Full analysis span regression · 6 months rolling