+142.3%
AGNC vs CDW
+837.2%
-694.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -1.0% | -4.2% | +3.2% | 0.0% |
| 30D | -1.2% | +4.9% | -6.1% | -2.7% |
| 3M | +5.4% | +7.3% | -1.9% | +2.6% |
| 6M | +6.7% | +19.2% | -12.5% | -0.6% |
| YTD | +7.1% | +6.2% | +0.9% | +2.6% |
| 1Y | +16.3% | -14.0% | +30.3% | +17.8% |
| 3Y | +68.5% | -30.0% | +98.4% | +77.9% |
| 5Y | +31.4% | -23.6% | +55.0% | +33.3% |
| 10Y | +89.6% | +269.4% | -179.8% | +44.0% |
| All | +142.3% | +837.2% | -694.9% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling