+26.4%
CL vs AGNC
+26.7%
-0.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -2.2% | -4.7% | +2.5% | -1.5% |
| 30D | -6.0% | -5.7% | -0.3% | -5.2% |
| 3M | -2.3% | +1.9% | -4.2% | -2.7% |
| 6M | -2.0% | +1.8% | -3.8% | -2.3% |
| YTD | +11.8% | +3.4% | +8.4% | +11.0% |
| 1Y | +5.8% | +13.6% | -7.8% | +3.7% |
| 3Y | +25.9% | +60.4% | -34.4% | +17.9% |
| All | +26.4% | +26.7% | -0.3% | +14.5% |
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