+26.4%
AGNC vs CNH
+8.8%
+17.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.7% | -5.7% | +1.0% | -3.4% |
| 30D | -5.7% | +26.6% | -32.2% | -11.6% |
| 3M | +1.9% | +31.1% | -29.2% | -5.8% |
| 6M | +1.8% | +24.9% | -23.1% | -5.2% |
| YTD | +3.4% | +48.7% | -45.3% | -8.5% |
| 1Y | +13.6% | +22.2% | -8.6% | +5.7% |
| 3Y | +60.4% | +7.4% | +52.9% | +51.5% |
| All | +26.4% | +8.8% | +17.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling