+3,337.8%
CLS vs AGNC
+625.5%
+2,712.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -0.8% |
| 7D | +5.0% | -4.4% | +9.4% | +7.6% |
| 30D | +4.8% | -5.4% | +10.2% | +8.0% |
| 3M | -10.4% | +3.5% | -13.9% | -12.3% |
| 6M | +20.8% | +1.7% | +19.1% | +19.5% |
| YTD | +10.0% | +3.9% | +6.2% | +7.5% |
| 1Y | +28.5% | +13.8% | +14.7% | +19.2% |
| 3Y | +1,292.2% | +63.3% | +1,228.9% | +953.7% |
| 5Y | +3,616.8% | +27.5% | +3,589.3% | +3,061.3% |
| 10Y | +2,959.5% | +83.8% | +2,875.6% | +2,062.4% |
| All | +3,337.8% | +625.5% | +2,712.3% | +980.5% |
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