+248.3%
AGNC vs CVE
+67.5%
+180.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.6% | -3.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -1.0% | -10.8% | +9.9% | +0.3% |
| 3M | -19.2% | -4.3% | -14.8% | -19.0% |
| 6M | -15.7% | -1.5% | -14.3% | -16.2% |
| YTD | -11.3% | +70.7% | -82.0% | -18.9% |
| 1Y | -5.6% | +58.1% | -63.7% | -12.9% |
| 3Y | +56.2% | +69.8% | -13.7% | +40.5% |
| 5Y | +7.4% | +148.9% | -141.6% | -10.3% |
| 10Y | +51.9% | +143.5% | -91.6% | +10.5% |
| All | +248.3% | +67.5% | +180.8% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling