+1,242.0%
NLY vs CNI
+4,549.5%
-3,307.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -4.0% | -0.4% | -3.6% | -3.9% |
| 30D | -5.2% | -2.7% | -2.5% | -4.3% |
| 3M | +2.8% | +3.9% | -1.1% | +1.2% |
| 6M | +4.2% | +16.4% | -12.2% | -1.8% |
| YTD | +4.7% | +25.8% | -21.1% | -4.3% |
| 1Y | +12.7% | +32.4% | -19.6% | +1.0% |
| 3Y | +62.5% | +19.1% | +43.5% | +50.3% |
| 5Y | +26.3% | +13.6% | +12.8% | +18.1% |
| 10Y | +81.0% | +136.8% | -55.8% | +28.0% |
| All | +1,242.0% | +4,549.5% | -3,307.5% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling