+3,860.6%
CLS vs AGNC
+26.7%
+3,833.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.8% |
| 7D | +10.9% | -4.7% | +15.6% | +14.2% |
| 30D | +2.1% | -5.7% | +7.8% | +5.7% |
| 3M | -10.2% | +1.9% | -12.0% | -11.6% |
| 6M | +30.4% | +1.8% | +28.6% | +28.5% |
| YTD | +17.2% | +3.4% | +13.8% | +14.5% |
| 1Y | +41.0% | +13.6% | +27.4% | +29.9% |
| 3Y | +1,338.0% | +60.4% | +1,277.6% | +987.3% |
| All | +3,860.6% | +26.7% | +3,833.9% | +3,583.0% |
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