+326.1%
AGNC vs CVE
+89.9%
+236.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -1.2% | +2.5% | -3.7% | -1.6% |
| 30D | +0.9% | +16.7% | -15.8% | -1.3% |
| 3M | +7.0% | +9.3% | -2.3% | +5.3% |
| 6M | +3.9% | +43.6% | -39.7% | -2.1% |
| YTD | +8.5% | +93.6% | -85.0% | -2.2% |
| 1Y | +19.6% | +98.8% | -79.2% | +7.1% |
| 3Y | +66.1% | +73.6% | -7.5% | +49.4% |
| 5Y | +31.8% | +312.5% | -280.6% | +2.9% |
| 10Y | +87.0% | +161.0% | -74.0% | +34.9% |
| All | +326.1% | +89.9% | +236.2% | +214.7% |
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 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