+56.4%
AGNC vs CLBK
+65.5%
-9.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -1.5% | -3.2% | -4.3% |
| 30D | -5.7% | -1.0% | -4.6% | -5.4% |
| 3M | +1.9% | +22.9% | -21.1% | -4.5% |
| 6M | +1.8% | +44.2% | -42.4% | -9.0% |
| YTD | +3.4% | +64.0% | -60.5% | -11.4% |
| 1Y | +13.6% | +65.7% | -52.1% | -3.5% |
| 3Y | +60.4% | +54.1% | +6.3% | +35.7% |
| 5Y | +27.0% | +44.7% | -17.7% | +3.6% |
| All | +56.4% | +65.5% | -9.1% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling