+13.6%
AGNC vs CVE
+99.3%
-85.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -4.7% | +2.3% | -7.0% | -4.5% |
| 30D | -5.7% | +9.7% | -15.4% | -5.0% |
| 3M | +1.9% | +16.9% | -15.0% | +3.4% |
| 6M | +1.8% | +41.4% | -39.6% | +1.9% |
| YTD | +3.4% | +98.0% | -94.6% | +0.9% |
| 1Y | +13.6% | +98.2% | -84.6% | +11.7% |
| All | +13.6% | +99.3% | -85.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling