+195.2%
AGNC vs CPAY
+1,532.9%
-1,337.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -2.0% | -2.7% | -4.2% |
| 30D | -5.7% | -0.4% | -5.3% | -5.7% |
| 3M | +1.9% | +16.4% | -14.5% | -2.3% |
| 6M | +1.8% | +23.5% | -21.7% | -4.2% |
| YTD | +3.4% | +35.7% | -32.2% | -5.8% |
| 1Y | +13.6% | +30.2% | -16.6% | +4.3% |
| 3Y | +60.4% | +49.7% | +10.6% | +39.6% |
| 5Y | +27.0% | +56.6% | -29.6% | +7.4% |
| 10Y | +83.1% | +153.8% | -70.7% | +39.6% |
| All | +195.2% | +1,532.9% | -1,337.7% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling