+61.0%
AGNC vs CP
+18.1%
+42.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.5% |
| 7D | -4.4% | -2.7% | -1.7% | -3.4% |
| 30D | -5.4% | -3.4% | -2.0% | -4.2% |
| 3M | +3.5% | -0.6% | +4.1% | +3.5% |
| 6M | +1.7% | +6.3% | -4.6% | -1.0% |
| YTD | +3.9% | +21.2% | -17.3% | -4.0% |
| 1Y | +13.8% | +20.0% | -6.2% | +5.4% |
| All | +61.0% | +18.1% | +42.9% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling