+26.4%
AGNC vs CLBK
+43.5%
-17.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -1.5% | -3.2% | -4.4% |
| 30D | -5.7% | -1.0% | -4.6% | -5.5% |
| 3M | +1.9% | +22.9% | -21.1% | -2.9% |
| 6M | +1.8% | +44.2% | -42.4% | -6.3% |
| YTD | +3.4% | +64.0% | -60.5% | -7.7% |
| 1Y | +13.6% | +65.7% | -52.1% | +0.8% |
| 3Y | +60.4% | +54.1% | +6.3% | +41.9% |
| All | +26.4% | +43.5% | -17.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling