+26.4%
AGNC vs CGNX
-25.4%
+51.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.2% |
| 7D | -4.7% | +3.2% | -7.9% | -5.3% |
| 30D | -5.7% | +6.0% | -11.7% | -6.9% |
| 3M | +1.9% | +3.5% | -1.7% | +0.5% |
| 6M | +1.8% | +26.3% | -24.5% | -3.9% |
| YTD | +3.4% | +79.2% | -75.8% | -10.9% |
| 1Y | +13.6% | +43.8% | -30.2% | +2.0% |
| 3Y | +60.4% | +52.0% | +8.4% | +35.0% |
| All | +26.4% | -25.4% | +51.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling