+80.6%
AGNC vs CP
+232.0%
-151.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.7% | -2.6% | -2.1% | -3.8% |
| 30D | -5.7% | -3.7% | -1.9% | -4.5% |
| 3M | +1.9% | +0.1% | +1.7% | +1.7% |
| 6M | +1.8% | +7.8% | -6.0% | -1.1% |
| YTD | +3.4% | +21.7% | -18.3% | -3.9% |
| 1Y | +13.6% | +18.6% | -5.0% | +6.4% |
| 3Y | +60.4% | +17.5% | +42.8% | +48.9% |
| 5Y | +27.0% | +35.4% | -8.4% | +11.3% |
| All | +80.6% | +232.0% | -151.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling