-11.7%
AGNC vs CYCU
-70.8%
+59.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | -0.6% |
| 7D | -0.1% | -12.0% | +11.9% | -0.1% |
| 30D | +2.8% | -31.5% | +34.3% | +2.8% |
| 3M | -14.2% | -63.9% | +49.7% | -14.1% |
| 6M | -11.7% | -68.6% | +57.0% | -8.7% |
| All | -11.7% | -70.8% | +59.1% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling