+80.6%
AGNC vs CVE
+175.4%
-94.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -4.7% | +2.3% | -7.0% | -5.0% |
| 30D | -5.7% | +9.7% | -15.4% | -6.9% |
| 3M | +1.9% | +16.9% | -15.0% | -0.6% |
| 6M | +1.8% | +41.4% | -39.6% | -3.8% |
| YTD | +3.4% | +98.0% | -94.6% | -7.1% |
| 1Y | +13.6% | +98.2% | -84.6% | +1.8% |
| 3Y | +60.4% | +77.9% | -17.5% | +43.6% |
| 5Y | +27.0% | +341.6% | -314.6% | -1.8% |
| All | +80.6% | +175.4% | -94.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling