+628.3%
AGNC vs CRL
+346.6%
+281.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -4.7% | -3.5% | -1.1% | -3.9% |
| 30D | -5.7% | -2.1% | -3.5% | -5.3% |
| 3M | +1.9% | +48.0% | -46.1% | -7.4% |
| 6M | +1.8% | +64.7% | -62.9% | -10.5% |
| YTD | +3.4% | +39.5% | -36.0% | -5.9% |
| 1Y | +13.6% | +74.2% | -60.6% | -2.6% |
| 3Y | +60.4% | +39.4% | +21.0% | +39.4% |
| 5Y | +27.0% | -36.9% | +63.9% | +28.8% |
| 10Y | +83.1% | +253.3% | -170.2% | +21.4% |
| All | +628.3% | +346.6% | +281.7% | +451.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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