-60.8%
CLSK vs AGNC
+76.9%
-137.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +7.1% |
| 7D | +7.7% | -4.7% | +12.4% | +11.6% |
| 30D | +12.2% | -5.7% | +17.9% | +17.1% |
| 3M | -15.5% | +1.9% | -17.3% | -17.0% |
| 6M | +39.3% | +1.8% | +37.5% | +37.4% |
| YTD | +35.1% | +3.4% | +31.6% | +32.7% |
| 1Y | +34.0% | +13.6% | +20.4% | +22.7% |
| 3Y | +226.3% | +60.4% | +165.9% | +141.3% |
| 5Y | +6.4% | +27.0% | -20.6% | -11.1% |
| All | -60.8% | +76.9% | -137.8% | -68.1% |
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