+196.6%
CCI vs AGNC
+622.7%
-426.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -0.3% | -4.7% | +4.4% | +1.7% |
| 30D | +2.2% | -5.7% | +7.9% | +4.7% |
| 3M | -16.9% | +1.9% | -18.7% | -17.7% |
| 6M | -11.5% | +1.8% | -13.3% | -12.7% |
| YTD | -12.8% | +3.4% | -16.3% | -14.7% |
| 1Y | -17.1% | +13.6% | -30.7% | -22.0% |
| 3Y | -9.6% | +60.4% | -70.0% | -27.4% |
| 5Y | -48.9% | +27.0% | -75.9% | -55.7% |
| 10Y | +23.2% | +83.1% | -59.9% | -13.3% |
| All | +196.6% | +622.7% | -426.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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