+277.0%
CL vs AGNC
+660.4%
-383.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.4% | +0.8% | -2.1% | -1.5% |
| 30D | -5.2% | -0.4% | -4.8% | -5.1% |
| 3M | +3.3% | +9.2% | -5.9% | +1.4% |
| 6M | -4.4% | +7.4% | -11.8% | -5.9% |
| YTD | +13.9% | +8.8% | +5.1% | +11.6% |
| 1Y | +7.6% | +18.3% | -10.6% | +3.6% |
| 3Y | +29.6% | +71.2% | -41.6% | +14.3% |
| 5Y | +28.1% | +34.8% | -6.7% | +17.1% |
| 10Y | +53.4% | +85.8% | -32.5% | +27.1% |
| All | +277.0% | +660.4% | -383.5% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling