+654.1%
AGNC vs CP
+656.1%
-2.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -1.2% | -0.5% | -0.7% | -1.1% |
| 3M | +5.4% | +0.1% | +5.3% | +5.2% |
| 6M | +6.7% | +7.8% | -1.1% | +4.1% |
| YTD | +7.1% | +22.9% | -15.7% | +0.4% |
| 1Y | +16.3% | +21.3% | -5.0% | +9.3% |
| 3Y | +68.5% | +20.4% | +48.1% | +57.4% |
| 5Y | +31.4% | +34.9% | -3.5% | +17.8% |
| 10Y | +89.6% | +233.3% | -143.8% | +29.4% |
| All | +654.1% | +656.1% | -2.0% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling