+77.9%
NLY vs CPAY
+155.2%
-77.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -4.0% | -2.0% | -2.0% | -3.3% |
| 30D | -5.2% | -0.4% | -4.9% | -5.2% |
| 3M | +2.8% | +16.4% | -13.5% | -3.0% |
| 6M | +4.2% | +23.5% | -19.3% | -4.5% |
| YTD | +4.7% | +35.7% | -31.0% | -8.5% |
| 1Y | +12.7% | +30.2% | -17.4% | -0.3% |
| 3Y | +62.5% | +49.7% | +12.8% | +31.9% |
| 5Y | +26.3% | +56.6% | -30.2% | -2.0% |
| All | +77.9% | +155.2% | -77.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling