+26.4%
AGNC vs CFG
+99.1%
-72.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | -5.7% | -4.6% | -1.0% | -4.3% |
| 3M | +1.9% | +6.7% | -4.8% | -0.5% |
| 6M | +1.8% | +22.1% | -20.3% | -4.9% |
| YTD | +3.4% | +23.2% | -19.7% | -3.9% |
| 1Y | +13.6% | +40.3% | -26.7% | +0.8% |
| 3Y | +60.4% | +187.9% | -127.5% | +7.3% |
| All | +26.4% | +99.1% | -72.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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