+3.6%
AGNC vs CF
+117.5%
-114.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.4% |
| 7D | -7.0% | +5.4% | -12.4% | -7.3% |
| 30D | -3.5% | +6.5% | -10.0% | -3.8% |
| 3M | -21.8% | +4.6% | -26.4% | -22.0% |
| 6M | -18.0% | -3.3% | -14.7% | -18.0% |
| YTD | -14.2% | +63.9% | -78.1% | -19.2% |
| 1Y | -7.8% | +50.4% | -58.2% | -12.4% |
| 3Y | +51.0% | +68.2% | -17.2% | +40.1% |
| 5Y | +3.6% | +113.8% | -110.3% | -9.3% |
| All | +3.6% | +117.5% | -114.0% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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