+604.3%
CEG vs AGNC
+29.8%
+574.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.8% | -4.7% | -0.1% | -3.2% |
| 30D | +2.3% | -5.7% | +8.0% | +4.3% |
| 3M | +15.6% | +1.9% | +13.7% | +14.6% |
| 6M | -5.0% | +1.8% | -6.8% | -5.7% |
| YTD | -19.0% | +3.4% | -22.5% | -20.1% |
| 1Y | -10.0% | +13.6% | -23.6% | -13.9% |
| 3Y | +163.9% | +60.4% | +103.6% | +125.8% |
| All | +604.3% | +29.8% | +574.5% | +446.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling