+26.4%
AGNC vs CDW
-17.6%
+44.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -2.3% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | -5.7% | +13.1% | -18.7% | -8.8% |
| 3M | +1.9% | +19.7% | -17.8% | -3.6% |
| 6M | +1.8% | +30.7% | -28.9% | -8.1% |
| YTD | +3.4% | +14.7% | -11.3% | -3.0% |
| 1Y | +13.6% | -5.3% | +18.9% | +13.6% |
| 3Y | +60.4% | -23.8% | +84.2% | +68.3% |
| All | +26.4% | -17.6% | +44.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 5y: compounded portfolio wealth divided by compounded CDW 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…
5y analysis · Full analysis span regression · 6 months rolling