-25.9%
CCJ vs AGNC
+2.0%
-27.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -4.4% |
| 7D | -14.5% | +1.5% | -16.0% | -15.4% |
| 30D | -18.1% | +3.9% | -22.0% | -20.6% |
| 3M | -23.0% | -13.5% | -9.5% | -12.2% |
| 6M | -39.4% | -10.6% | -28.8% | -33.4% |
| YTD | -21.7% | -7.2% | -14.5% | -14.5% |
| 1Y | -25.9% | 0.0% | -25.9% | -21.8% |
| All | -25.9% | +2.0% | -27.9% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling