+80.6%
AGNC vs CCEP
+236.1%
-155.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -2.8% | -1.9% | -3.8% |
| 30D | -5.7% | -4.0% | -1.6% | -4.5% |
| 3M | +1.9% | +5.2% | -3.3% | +0.1% |
| 6M | +1.8% | +2.7% | -0.9% | +0.6% |
| YTD | +3.4% | +14.5% | -11.1% | -1.4% |
| 1Y | +13.6% | +17.2% | -3.6% | +7.4% |
| 3Y | +60.4% | +79.3% | -19.0% | +31.4% |
| 5Y | +27.0% | +106.8% | -79.8% | -2.1% |
| All | +80.6% | +236.1% | -155.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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