+628.3%
AGNC vs CAG
+54.5%
+573.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.7% | -5.7% | +1.0% | -3.4% |
| 30D | -5.7% | -2.4% | -3.3% | -5.2% |
| 3M | +1.9% | +9.8% | -7.9% | -0.7% |
| 6M | +1.8% | -10.8% | +12.6% | +4.0% |
| YTD | +3.4% | -10.8% | +14.3% | +5.3% |
| 1Y | +13.6% | -19.0% | +32.6% | +18.2% |
| 3Y | +60.4% | -39.7% | +100.1% | +77.0% |
| 5Y | +27.0% | -43.0% | +70.0% | +41.0% |
| 10Y | +83.1% | -36.0% | +119.1% | +89.3% |
| All | +628.3% | +54.5% | +573.8% | +409.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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