+31.4%
AGNC vs CF
+247.6%
-216.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.7% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -1.2% | +14.3% | -15.5% | -2.0% |
| 3M | +5.4% | +27.9% | -22.5% | +3.8% |
| 6M | +6.7% | +25.5% | -18.8% | +4.2% |
| YTD | +7.1% | +81.2% | -74.1% | +0.5% |
| 1Y | +16.3% | +66.5% | -50.2% | +9.9% |
| 3Y | +68.5% | +76.7% | -8.2% | +56.4% |
| 5Y | +31.4% | +237.8% | -206.4% | +11.1% |
| All | +31.4% | +247.6% | -216.2% | +11.1% |
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