+27.0%
AGNC vs CYCU
-99.9%
+126.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -1.2% | -8.1% | +6.8% | -1.2% |
| 30D | +0.9% | -43.0% | +43.9% | +1.0% |
| 3M | +7.0% | -50.8% | +57.8% | +7.4% |
| 6M | +3.9% | -74.1% | +78.0% | +4.6% |
| YTD | +8.5% | -84.0% | +92.5% | +9.6% |
| 1Y | +19.6% | -92.2% | +111.8% | +20.3% |
| All | +27.0% | -99.9% | +126.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 3y: compounded portfolio wealth divided by compounded CYCU 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…
3y analysis · Full analysis span regression · 6 months rolling