-1.2%
AGNC vs CPAY
+71.2%
-72.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.3% | -1.3% |
| 7D | -0.1% | +12.3% | -12.4% | -1.4% |
| 30D | +2.8% | +9.9% | -7.1% | +1.7% |
| 3M | -14.2% | +13.3% | -27.5% | -15.4% |
| 6M | -11.7% | +47.2% | -58.9% | -15.0% |
| YTD | -7.7% | +48.5% | -56.3% | -11.4% |
| 1Y | -1.2% | +70.8% | -72.0% | -6.7% |
| All | -1.2% | +71.2% | -72.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling