-6.1%
CELH vs AGNC
+26.7%
-32.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | -11.2% | -4.7% | -6.5% | -8.5% |
| 30D | -1.4% | -5.7% | +4.2% | +2.3% |
| 3M | -4.2% | +1.9% | -6.0% | -4.8% |
| 6M | -40.5% | +1.8% | -42.3% | -41.0% |
| YTD | -40.5% | +3.4% | -43.9% | -41.6% |
| 1Y | -53.0% | +13.6% | -66.6% | -56.5% |
| 3Y | -59.1% | +60.4% | -119.4% | -69.1% |
| All | -6.1% | +26.7% | -32.7% | +7.8% |
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