+200.7%
CCJ vs AGNC
+625.5%
-424.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -1.7% |
| 7D | -3.2% | -4.4% | +1.2% | -1.3% |
| 30D | -1.3% | -5.4% | +4.1% | +1.1% |
| 3M | +2.5% | +3.5% | -1.0% | +0.9% |
| 6M | -18.9% | +1.7% | -20.6% | -19.4% |
| YTD | +6.5% | +3.9% | +2.6% | +5.1% |
| 1Y | +22.8% | +13.8% | +9.0% | +16.4% |
| 3Y | +164.5% | +63.3% | +101.2% | +111.4% |
| 5Y | +303.7% | +27.5% | +276.2% | +253.9% |
| 10Y | +1,064.0% | +83.8% | +980.2% | +736.9% |
| All | +200.7% | +625.5% | -424.8% | -9.1% |
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