+30.4%
AGNC vs CAI
-9.9%
+40.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -4.7% | -2.9% | -1.8% | -4.5% |
| 30D | -5.7% | +9.3% | -15.0% | -6.3% |
| 3M | +1.9% | +35.2% | -33.4% | -0.3% |
| 6M | +1.8% | +30.7% | -28.9% | -0.8% |
| YTD | +3.4% | -9.8% | +13.2% | +2.6% |
| 1Y | +13.6% | -28.9% | +42.5% | +13.5% |
| All | +30.4% | -9.9% | +40.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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