+1,242.0%
NLY vs CPB
-0.9%
+1,242.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -4.0% | -1.8% | -2.2% | -3.7% |
| 30D | -5.2% | -7.1% | +1.8% | -4.1% |
| 3M | +2.8% | -6.0% | +8.9% | +3.7% |
| 6M | +4.2% | -5.3% | +9.5% | +4.7% |
| YTD | +4.7% | -20.8% | +25.5% | +8.4% |
| 1Y | +12.7% | -33.8% | +46.6% | +20.6% |
| 3Y | +62.5% | -43.7% | +106.3% | +77.7% |
| 5Y | +26.3% | -40.7% | +67.0% | +35.7% |
| 10Y | +81.0% | -45.7% | +126.7% | +92.5% |
| All | +1,242.0% | -0.9% | +1,242.9% | +1,065.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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