-29.6%
CLS vs AGNC
+2.0%
-31.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.0% | -13.0% | -10.8% |
| 7D | -21.1% | +1.5% | -22.6% | -21.6% |
| 30D | -38.2% | +3.9% | -42.2% | -39.4% |
| 3M | -36.3% | -13.5% | -22.8% | -29.9% |
| 6M | -43.8% | -10.6% | -33.2% | -40.1% |
| YTD | -20.0% | -7.2% | -12.8% | -15.4% |
| 1Y | -29.6% | 0.0% | -29.6% | -27.3% |
| All | -29.6% | +2.0% | -31.6% | -27.3% |
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