-84.6%
CLF vs AGNC
+648.3%
-732.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.4% |
| 7D | -2.7% | -1.0% | -1.6% | -1.9% |
| 30D | -3.2% | -1.2% | -2.0% | -2.4% |
| 3M | -5.0% | +5.4% | -10.3% | -9.4% |
| 6M | +26.6% | +6.7% | +19.9% | +20.0% |
| YTD | -9.0% | +7.1% | -16.1% | -13.7% |
| 1Y | +11.8% | +16.3% | -4.4% | -0.5% |
| 3Y | -15.1% | +68.5% | -83.6% | -44.5% |
| 5Y | -48.2% | +31.4% | -79.6% | -60.0% |
| 10Y | +127.6% | +89.6% | +38.0% | +28.4% |
| All | -84.6% | +648.3% | -732.9% | -97.8% |
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 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