+27.5%
CL vs AGNC
+62.8%
-35.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | -2.4% | -4.4% | +2.0% | -1.8% |
| 30D | -4.8% | -5.4% | +0.6% | -4.0% |
| 3M | -1.7% | +3.5% | -5.2% | -2.2% |
| 6M | -3.8% | +1.7% | -5.5% | -4.2% |
| YTD | +13.3% | +3.9% | +9.4% | +12.3% |
| 1Y | +8.3% | +13.8% | -5.5% | +6.0% |
| All | +27.5% | +62.8% | -35.3% | +20.7% |
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