+2.3%
CLF vs AGNC
+13.3%
-11.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | -3.5% | -4.7% | +1.2% | +0.3% |
| 30D | -1.6% | -5.7% | +4.1% | +3.1% |
| 3M | -12.0% | +1.9% | -13.9% | -15.7% |
| 6M | +30.0% | +1.8% | +28.2% | +25.2% |
| YTD | -9.2% | +3.4% | -12.6% | -12.3% |
| 1Y | +2.3% | +13.6% | -11.3% | -10.3% |
| All | +2.3% | +13.3% | -11.0% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling