+0.7%
NLY vs CRL
+85.3%
-84.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.3% | +11.1% | +4.4% |
| 7D | +3.5% | -12.8% | +16.3% | +4.7% |
| 30D | +3.6% | +5.0% | -1.4% | +2.7% |
| 3M | -13.6% | +39.4% | -53.0% | -17.2% |
| 6M | -9.1% | +89.4% | -98.5% | -16.0% |
| YTD | -6.1% | +63.6% | -69.6% | -12.7% |
| 1Y | +0.7% | +83.5% | -82.7% | -7.7% |
| All | +0.7% | +85.3% | -84.6% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling