+31.4%
AGNC vs CVE
+350.0%
-318.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -1.0% | +2.0% | -3.0% | -1.3% |
| 30D | -1.2% | +13.2% | -14.4% | -3.0% |
| 3M | +5.4% | +21.7% | -16.3% | +2.1% |
| 6M | +6.7% | +48.4% | -41.7% | -0.7% |
| YTD | +7.1% | +100.1% | -93.0% | -5.6% |
| 1Y | +16.3% | +107.8% | -91.6% | +1.4% |
| 3Y | +68.5% | +76.9% | -8.4% | +47.5% |
| 5Y | +31.4% | +346.2% | -314.8% | -2.2% |
| All | +31.4% | +350.0% | -318.6% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling