+26.9%
AGNC vs CMS
+23.3%
+3.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -4.4% | -1.3% | -3.1% | -3.9% |
| 30D | -5.4% | -2.8% | -2.6% | -4.3% |
| 3M | +3.5% | -7.1% | +10.6% | +6.5% |
| 6M | +1.7% | -10.0% | +11.8% | +6.0% |
| YTD | +3.9% | -0.9% | +4.8% | +3.7% |
| 1Y | +13.8% | -2.0% | +15.8% | +13.9% |
| 3Y | +63.3% | +33.0% | +30.3% | +40.5% |
| All | +26.9% | +23.3% | +3.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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