+654.1%
AGNC vs CCEP
+1,420.0%
-765.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.9% |
| 7D | -1.0% | -3.7% | +2.6% | 0.0% |
| 30D | -1.2% | -2.1% | +0.8% | -0.7% |
| 3M | +5.4% | +7.2% | -1.8% | +3.2% |
| 6M | +6.7% | +3.3% | +3.4% | +5.5% |
| YTD | +7.1% | +15.7% | -8.6% | +2.4% |
| 1Y | +16.3% | +16.6% | -0.3% | +10.8% |
| 3Y | +68.5% | +84.3% | -15.8% | +40.4% |
| 5Y | +31.4% | +109.0% | -77.6% | +4.5% |
| 10Y | +89.6% | +238.1% | -148.6% | +28.7% |
| All | +654.1% | +1,420.0% | -765.9% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling