+25.1%
NLY vs CNI
+12.6%
+12.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | -5.2% | -2.7% | -2.5% | -4.1% |
| 3M | +2.8% | +3.9% | -1.1% | +0.7% |
| 6M | +4.2% | +16.4% | -12.2% | -3.6% |
| YTD | +4.7% | +25.8% | -21.1% | -7.0% |
| 1Y | +12.7% | +32.4% | -19.6% | -2.5% |
| 3Y | +62.5% | +19.1% | +43.5% | +45.4% |
| All | +25.1% | +12.6% | +12.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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