+60.4%
AGNC vs CBRE
+64.1%
-3.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -4.7% | -5.0% | +0.3% | -3.1% |
| 30D | -5.7% | -4.7% | -1.0% | -4.3% |
| 3M | +1.9% | +6.5% | -4.7% | -0.8% |
| 6M | +1.8% | +6.1% | -4.3% | -1.0% |
| YTD | +3.4% | -12.6% | +16.1% | +6.5% |
| 1Y | +13.6% | -15.3% | +28.9% | +18.3% |
| 3Y | +60.4% | +64.6% | -4.2% | +5.3% |
| All | +60.4% | +64.1% | -3.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling