+3,733.8%
CELH vs AGNC
+83.7%
+3,650.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -11.2% | -4.7% | -6.5% | -8.9% |
| 30D | -1.4% | -5.7% | +4.2% | +1.7% |
| 3M | -4.2% | +1.9% | -6.0% | -4.7% |
| 6M | -40.5% | +1.8% | -42.3% | -40.9% |
| YTD | -40.5% | +3.4% | -43.9% | -41.4% |
| 1Y | -53.0% | +13.6% | -66.6% | -56.0% |
| 3Y | -59.1% | +60.4% | -119.4% | -68.1% |
| 5Y | -10.7% | +27.0% | -37.7% | -22.3% |
| All | +3,733.8% | +83.7% | +3,650.1% | +2,607.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling