+26.9%
AGNC vs CP
+34.3%
-7.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| YTD | +3.9% | +21.2% | -17.3% | -4.3% |
| 1Y | +13.8% | +20.0% | -6.2% | +5.1% |
| 3Y | +63.3% | +18.7% | +44.6% | +48.5% |
| All | +26.9% | +34.3% | -7.3% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling