+60.4%
AGNC vs CCEP
+82.4%
-22.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -2.8% | -1.9% | -3.9% |
| 30D | -5.7% | -4.0% | -1.6% | -4.6% |
| 3M | +1.9% | +5.2% | -3.3% | +0.2% |
| 6M | +1.8% | +2.7% | -0.9% | +0.6% |
| YTD | +3.4% | +14.5% | -11.1% | -1.2% |
| 1Y | +13.6% | +17.2% | -3.6% | +7.6% |
| 3Y | +60.4% | +79.3% | -19.0% | +29.4% |
| All | +60.4% | +82.4% | -22.0% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling