+49.3%
CCL vs AGNC
+62.2%
-12.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | -3.2% | -4.7% | +1.5% | +0.6% |
| 30D | -17.8% | -5.7% | -12.1% | -13.8% |
| 3M | -18.7% | +1.9% | -20.5% | -20.0% |
| 6M | -11.4% | +1.8% | -13.2% | -12.3% |
| YTD | -24.3% | +3.4% | -27.8% | -26.3% |
| 1Y | -28.8% | +13.6% | -42.4% | -35.4% |
| 3Y | +49.3% | +60.4% | -11.0% | +6.2% |
| All | +49.3% | +62.2% | -12.9% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling