-1.3%
AGNC vs CGNX
+20.0%
-21.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | +1.5% | -14.9% | +16.4% | +2.2% |
| 30D | +5.2% | -21.9% | +27.1% | +6.5% |
| 3M | -14.1% | -29.0% | +14.9% | -12.5% |
| 6M | -12.7% | -23.0% | +10.4% | -11.8% |
| YTD | -8.1% | +33.4% | -41.5% | -11.7% |
| 1Y | -1.3% | +21.6% | -23.0% | -3.1% |
| All | -1.3% | +20.0% | -21.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling