-20.8%
CCL vs AGNC
+625.5%
-646.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +1.3% |
| 7D | -4.3% | -4.4% | +0.1% | -1.0% |
| 30D | -19.0% | -5.4% | -13.6% | -15.5% |
| 3M | -13.1% | +3.5% | -16.6% | -15.3% |
| 6M | -13.3% | +1.7% | -15.0% | -13.8% |
| YTD | -25.2% | +3.9% | -29.1% | -27.1% |
| 1Y | -27.2% | +13.8% | -41.0% | -33.9% |
| 3Y | +49.2% | +63.3% | -14.1% | +2.4% |
| 5Y | +0.4% | +27.5% | -27.1% | -16.3% |
| 10Y | -42.3% | +83.8% | -126.1% | -58.4% |
| All | -20.8% | +625.5% | -646.3% | -78.5% |
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