+62.5%
NLY vs CRL
+38.6%
+23.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -4.0% | -3.5% | -0.4% | -3.3% |
| 30D | -5.2% | -2.1% | -3.1% | -4.9% |
| 3M | +2.8% | +48.0% | -45.1% | -5.5% |
| 6M | +4.2% | +64.7% | -60.5% | -7.0% |
| YTD | +4.7% | +39.5% | -34.8% | -3.6% |
| 1Y | +12.7% | +74.2% | -61.5% | -1.9% |
| 3Y | +62.5% | +39.4% | +23.2% | +40.1% |
| All | +62.5% | +38.6% | +23.9% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling