+1,242.0%
NLY vs CHD
+5,136.7%
-3,894.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | -4.5% | +0.5% | -2.9% |
| 30D | -5.2% | -6.7% | +1.5% | -3.7% |
| 3M | +2.8% | -2.7% | +5.6% | +3.4% |
| 6M | +4.2% | -4.9% | +9.1% | +5.2% |
| YTD | +4.7% | +13.3% | -8.7% | +1.0% |
| 1Y | +12.7% | +1.0% | +11.7% | +11.8% |
| 3Y | +62.5% | +1.3% | +61.2% | +59.6% |
| 5Y | +26.3% | +20.8% | +5.5% | +17.6% |
| 10Y | +81.0% | +126.1% | -45.1% | +40.7% |
| All | +1,242.0% | +5,136.7% | -3,894.8% | +455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling