-16.9%
AGNC vs CF
-2.3%
-14.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -6.3% | +4.8% | -11.0% | -5.7% |
| 30D | -3.1% | +4.7% | -7.8% | -2.4% |
| 3M | -22.1% | +7.4% | -29.5% | -20.7% |
| 6M | -16.9% | +0.6% | -17.5% | -17.7% |
| All | -16.9% | -2.3% | -14.6% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling