-31.6%
CRCL vs AGNC
+2.0%
-33.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -1.3% |
| 7D | -6.8% | +1.5% | -8.3% | -7.7% |
| 30D | -8.6% | +3.9% | -12.6% | -10.7% |
| 3M | +20.3% | -13.5% | +33.8% | +30.5% |
| 6M | -36.3% | -10.6% | -25.7% | -32.1% |
| YTD | -4.0% | -7.2% | +3.2% | -11.3% |
| 1Y | -31.6% | 0.0% | -31.5% | -49.8% |
| All | -31.6% | +2.0% | -33.5% | -49.8% |
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 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