0.0%
AGNC vs CNH
+15.2%
-15.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +1.5% | +6.5% | -5.0% | +0.6% |
| 30D | +3.9% | -12.0% | +15.9% | +5.7% |
| 3M | -13.5% | +4.4% | -17.8% | -14.3% |
| 6M | -10.6% | +15.7% | -26.3% | -13.2% |
| YTD | -7.2% | +28.2% | -35.4% | -9.7% |
| 1Y | 0.0% | +14.8% | -14.8% | -2.9% |
| All | 0.0% | +15.2% | -15.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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