+628.3%
AGNC vs CNI
+511.3%
+117.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | -5.7% | -2.7% | -3.0% | -4.8% |
| 3M | +1.9% | +3.9% | -2.1% | +0.3% |
| 6M | +1.8% | +16.4% | -14.6% | -4.1% |
| YTD | +3.4% | +25.8% | -22.4% | -5.5% |
| 1Y | +13.6% | +32.4% | -18.8% | +1.7% |
| 3Y | +60.4% | +19.1% | +41.3% | +48.0% |
| 5Y | +27.0% | +13.6% | +13.4% | +18.4% |
| 10Y | +83.1% | +136.8% | -53.7% | +27.2% |
| All | +628.3% | +511.3% | +117.0% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 all: compounded portfolio wealth divided by compounded CNI 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…
all analysis · Full analysis span regression · 6 months rolling